+202.3%
ECL vs UTHR
+364.7%
-162.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.9% | +5.2% | -2.3% | +2.1% |
| 30D | +7.5% | +9.5% | -2.0% | +6.1% |
| 3M | +12.2% | +17.9% | -5.7% | +9.4% |
| 6M | +24.6% | +2.0% | +22.6% | +23.9% |
| YTD | +18.8% | +21.3% | -2.6% | +14.7% |
| 1Y | +19.3% | +27.9% | -8.5% | +14.4% |
| 3Y | +78.2% | +162.3% | -84.1% | +47.5% |
| 5Y | +38.8% | +190.7% | -151.9% | +10.5% |
| All | +202.3% | +364.7% | -162.4% | +105.5% |
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