-35.9%
EFX vs UTHR
+138.8%
-174.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -11.1% | +2.8% | -13.9% | -11.3% |
| 30D | -7.4% | -2.3% | -5.1% | -7.2% |
| 3M | +1.5% | -7.4% | +8.9% | +2.1% |
| 6M | -13.7% | -6.0% | -7.7% | -13.4% |
| YTD | -21.9% | +3.4% | -25.3% | -22.4% |
| 1Y | -30.8% | +27.1% | -57.9% | -32.8% |
| 3Y | -12.4% | +123.8% | -136.2% | -22.5% |
| 5Y | -35.9% | +139.6% | -175.6% | -44.2% |
| All | -35.9% | +138.8% | -174.7% | -44.2% |
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 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