+997.9%
EFX vs UTHR
+7,123.9%
-6,126.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.8% | -6.3% |
| 7D | -8.6% | -5.4% | -3.2% | -8.1% |
| 30D | +0.1% | -6.0% | +6.2% | +0.8% |
| 3M | +3.8% | -11.0% | +14.8% | +5.2% |
| 6M | -13.5% | -0.5% | -13.0% | -13.7% |
| YTD | -17.7% | +0.1% | -17.7% | -18.1% |
| 1Y | -25.6% | +28.2% | -53.7% | -28.1% |
| 3Y | -12.1% | +113.8% | -125.9% | -21.2% |
| 5Y | -33.8% | +131.3% | -165.1% | -41.8% |
| 10Y | +45.1% | +296.7% | -251.6% | +16.8% |
| All | +997.9% | +7,123.9% | -6,126.0% | +597.3% |
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 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