+1,795.5%
ECL vs UTHR
+8,226.2%
-6,430.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.8% | -6.1% | +5.4% | -0.2% |
| 30D | +8.1% | +3.1% | +5.0% | +7.8% |
| 3M | +6.4% | +5.5% | +0.9% | +5.6% |
| 6M | +14.8% | -5.8% | +20.6% | +15.2% |
| YTD | +15.5% | +15.3% | +0.1% | +13.4% |
| 1Y | +20.1% | +23.8% | -3.7% | +17.2% |
| 3Y | +77.8% | +146.3% | -68.6% | +60.0% |
| 5Y | +37.9% | +177.8% | -139.9% | +21.8% |
| 10Y | +202.7% | +392.4% | -189.7% | +148.1% |
| All | +1,795.5% | +8,226.2% | -6,430.7% | +1,106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling