+1,066.5%
EFX vs UTHR
+8,658.1%
-7,591.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.8% | +5.2% | -6.0% | -1.3% |
| 30D | +25.1% | +9.5% | +15.6% | +23.8% |
| 3M | +1.7% | +17.9% | -16.3% | -0.4% |
| 6M | +18.4% | +2.0% | +16.4% | +17.8% |
| YTD | -12.5% | +21.3% | -33.8% | -15.0% |
| 1Y | -8.1% | +27.9% | -36.0% | -11.2% |
| 3Y | +4.8% | +162.3% | -157.6% | -8.4% |
| 5Y | -30.1% | +190.7% | -220.9% | -40.2% |
| 10Y | +81.5% | +365.5% | -284.0% | +43.3% |
| All | +1,066.5% | +8,658.1% | -7,591.5% | +623.7% |
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