+155.6%
ECL vs UTHR
+310.6%
-155.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | -2.7% | +3.0% | -5.8% | -3.2% |
| 30D | -4.3% | -4.3% | 0.0% | -3.7% |
| 3M | +3.2% | -8.4% | +11.6% | +4.4% |
| 6M | -2.9% | -4.2% | +1.3% | -2.5% |
| YTD | +4.3% | +4.0% | +0.2% | +3.2% |
| 1Y | +1.6% | +25.5% | -23.9% | -2.4% |
| 3Y | +54.3% | +125.1% | -70.9% | +30.9% |
| 5Y | +26.5% | +140.3% | -113.8% | +4.1% |
| 10Y | +155.6% | +322.5% | -166.9% | +75.3% |
| All | +155.6% | +310.6% | -155.0% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling