+39.7%
EFX vs UTHR
+313.7%
-274.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -4.5% | +1.9% | -6.5% | -4.8% |
| 30D | -6.1% | -2.9% | -3.2% | -5.8% |
| 3M | +6.2% | -8.9% | +15.1% | +7.5% |
| 6M | -11.2% | -8.7% | -2.5% | -10.3% |
| YTD | -21.4% | +2.0% | -23.4% | -22.2% |
| 1Y | -34.3% | +22.8% | -57.1% | -36.9% |
| 3Y | -12.5% | +120.6% | -133.1% | -25.6% |
| 5Y | -35.6% | +136.4% | -172.0% | -46.8% |
| All | +39.7% | +313.7% | -274.0% | +0.3% |
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