+128.5%
EEM vs UTHR
+313.7%
-185.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | +2.1% | -2.9% | +4.9% | +2.4% |
| 3M | +1.0% | -8.9% | +9.9% | +2.2% |
| 6M | +15.9% | -8.7% | +24.7% | +17.1% |
| YTD | +24.6% | +2.0% | +22.6% | +23.6% |
| 1Y | +32.3% | +22.8% | +9.5% | +27.4% |
| 3Y | +85.9% | +120.6% | -34.7% | +58.1% |
| 5Y | +45.4% | +136.4% | -91.1% | +19.8% |
| All | +128.5% | +313.7% | -185.2% | +59.2% |
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