-30.7%
EFX vs UTHR
+190.6%
-221.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.8% | +5.2% | -6.0% | -1.2% |
| 30D | +25.1% | +9.5% | +15.6% | +24.2% |
| 3M | +1.7% | +17.9% | -16.3% | +0.2% |
| 6M | +18.4% | +2.0% | +16.4% | +18.0% |
| YTD | -12.5% | +21.3% | -33.8% | -14.3% |
| 1Y | -8.1% | +27.9% | -36.0% | -10.4% |
| 3Y | +4.8% | +162.3% | -157.6% | -7.9% |
| All | -30.7% | +190.6% | -221.3% | -40.4% |
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