+43.6%
EEM vs UTHR
+138.8%
-95.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.7% | +2.8% | -3.5% | -0.9% |
| 30D | +2.4% | -2.3% | +4.7% | +2.6% |
| 3M | +4.2% | -7.4% | +11.6% | +4.8% |
| 6M | +14.8% | -6.0% | +20.7% | +15.2% |
| YTD | +23.1% | +3.4% | +19.7% | +22.4% |
| 1Y | +32.5% | +27.1% | +5.5% | +29.3% |
| 3Y | +85.9% | +123.8% | -37.9% | +66.6% |
| 5Y | +43.6% | +139.6% | -96.1% | +26.4% |
| All | +43.6% | +138.8% | -95.2% | +26.4% |
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