+854.3%
EEM vs UTHR
+5,640.0%
-4,785.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +1.9% |
| 7D | +2.3% | -5.4% | +7.7% | +3.4% |
| 30D | +4.5% | -6.0% | +10.6% | +5.7% |
| 3M | -0.1% | -11.0% | +10.9% | +2.1% |
| 6M | +16.9% | -0.5% | +17.5% | +16.4% |
| YTD | +26.2% | +0.1% | +26.1% | +25.2% |
| 1Y | +40.5% | +28.2% | +12.4% | +32.2% |
| 3Y | +86.2% | +113.8% | -27.6% | +52.0% |
| 5Y | +45.5% | +131.3% | -85.9% | +14.5% |
| 10Y | +128.6% | +296.7% | -168.1% | +49.8% |
| All | +854.3% | +5,640.0% | -4,785.7% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling