+746.2%
EEM vs UTHR
+6,859.0%
-6,112.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.7% | +5.2% | -2.5% | +1.7% |
| 30D | -5.4% | +9.5% | -14.9% | -7.1% |
| 3M | -8.6% | +17.9% | -26.6% | -11.9% |
| 6M | -8.9% | +2.0% | -10.9% | -9.7% |
| YTD | +11.9% | +21.3% | -9.4% | +6.5% |
| 1Y | +13.1% | +27.9% | -14.8% | +6.4% |
| 3Y | +70.7% | +162.3% | -91.7% | +33.5% |
| 5Y | +31.8% | +190.7% | -159.0% | -1.2% |
| 10Y | +119.5% | +365.5% | -246.0% | +39.4% |
| All | +746.2% | +6,859.0% | -6,112.8% | +179.5% |
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