+1,655.9%
ECL vs UTHR
+7,123.9%
-5,467.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.6% | -5.4% | +2.8% | -2.1% |
| 30D | -2.2% | -6.0% | +3.9% | -1.6% |
| 3M | +10.1% | -11.0% | +21.1% | +11.3% |
| 6M | -5.7% | -0.5% | -5.2% | -5.9% |
| YTD | +7.0% | +0.1% | +6.9% | +6.6% |
| 1Y | +2.7% | +28.2% | -25.5% | -0.2% |
| 3Y | +57.7% | +113.8% | -56.1% | +44.0% |
| 5Y | +31.1% | +131.3% | -100.2% | +18.0% |
| 10Y | +150.9% | +296.7% | -145.9% | +109.9% |
| All | +1,655.9% | +7,123.9% | -5,467.9% | +1,034.1% |
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 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