+146.4%
ED vs UTHR
+364.7%
-218.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +2.1% | +5.2% | -3.1% | +1.8% |
| 30D | +10.4% | +9.5% | +0.9% | +9.8% |
| 3M | +12.5% | +17.9% | -5.4% | +11.4% |
| 6M | +14.9% | +2.0% | +12.9% | +14.7% |
| YTD | +24.8% | +21.3% | +3.5% | +23.2% |
| 1Y | +23.8% | +27.9% | -4.0% | +21.8% |
| 3Y | +51.6% | +162.3% | -110.7% | +40.4% |
| 5Y | +86.4% | +190.7% | -104.3% | +70.8% |
| All | +146.4% | +364.7% | -218.3% | +113.8% |
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