+67.3%
ED vs UTHR
+139.1%
-71.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +0.5% | -2.9% | +3.4% | +0.7% |
| 30D | +1.1% | -7.6% | +8.7% | +1.6% |
| 3M | +4.6% | -8.6% | +13.2% | +5.2% |
| 6M | -2.0% | +4.1% | -6.1% | -2.4% |
| YTD | +11.7% | +2.2% | +9.5% | +11.3% |
| 1Y | +15.7% | +26.2% | -10.5% | +13.7% |
| 3Y | +34.4% | +121.2% | -86.8% | +20.5% |
| 5Y | +67.3% | +136.5% | -69.2% | +45.4% |
| All | +67.3% | +139.1% | -71.7% | +45.4% |
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