+80.8%
ED vs UTHR
+190.4%
-109.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.8% | -0.3% |
| 7D | -0.1% | -2.3% | +2.2% | 0.0% |
| 30D | +11.6% | +6.1% | +5.5% | +11.2% |
| 3M | +10.5% | +8.1% | +2.4% | +10.0% |
| 6M | +13.2% | +3.1% | +10.1% | +12.9% |
| YTD | +22.1% | +19.5% | +2.6% | +20.6% |
| 1Y | +24.2% | +29.7% | -5.6% | +21.9% |
| 3Y | +46.9% | +162.7% | -115.8% | +30.4% |
| 5Y | +80.8% | +192.8% | -112.0% | +56.1% |
| All | +80.8% | +190.4% | -109.6% | +56.1% |
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 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