+193.5%
ECL vs UTHR
+349.3%
-155.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.4% | -2.1% | +2.6% | +0.7% |
| 30D | +8.6% | +7.2% | +1.4% | +7.5% |
| 3M | +7.9% | +11.1% | -3.2% | +6.1% |
| 6M | +21.0% | +4.2% | +16.8% | +20.0% |
| YTD | +17.5% | +20.8% | -3.3% | +13.6% |
| 1Y | +19.7% | +29.7% | -10.0% | +14.5% |
| 3Y | +77.4% | +164.1% | -86.7% | +46.8% |
| 5Y | +38.7% | +190.7% | -152.0% | +10.6% |
| 10Y | +193.5% | +355.4% | -161.9% | +102.1% |
| All | +193.5% | +349.3% | -155.8% | +102.1% |
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