+141.3%
ED vs UTHR
+349.3%
-208.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +2.1% | -2.1% | +4.2% | +2.2% |
| 30D | +12.4% | +7.2% | +5.2% | +12.0% |
| 3M | +13.1% | +11.1% | +2.0% | +12.4% |
| 6M | +14.1% | +4.2% | +9.9% | +13.7% |
| YTD | +23.1% | +20.8% | +2.3% | +21.5% |
| 1Y | +25.4% | +29.7% | -4.2% | +23.3% |
| 3Y | +47.9% | +164.1% | -116.3% | +36.8% |
| 5Y | +81.9% | +190.7% | -108.8% | +66.7% |
| 10Y | +141.3% | +355.4% | -214.1% | +110.3% |
| All | +141.3% | +349.3% | -208.1% | +110.3% |
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