+37.8%
ECL vs UTHR
+179.7%
-141.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.8% | -6.1% | +5.4% | -0.3% |
| 30D | +8.1% | +3.1% | +5.0% | +7.9% |
| 3M | +6.4% | +5.5% | +0.9% | +5.9% |
| 6M | +14.8% | -5.8% | +20.6% | +15.2% |
| YTD | +15.5% | +15.3% | +0.1% | +14.0% |
| 1Y | +20.1% | +23.8% | -3.7% | +17.9% |
| 3Y | +77.8% | +146.3% | -68.6% | +59.8% |
| All | +37.8% | +179.7% | -141.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling