+35.9%
EIX vs UTHR
+364.7%
-328.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.4% | +5.2% | -3.8% | +0.6% |
| 30D | +8.5% | +9.5% | -0.9% | +7.1% |
| 3M | -13.5% | +17.9% | -31.4% | -15.5% |
| 6M | -12.4% | +2.0% | -14.4% | -12.8% |
| YTD | +5.9% | +21.3% | -15.4% | +2.5% |
| 1Y | +7.6% | +27.9% | -20.3% | +3.4% |
| 3Y | +12.8% | +162.3% | -149.6% | -5.0% |
| 5Y | +19.2% | +190.7% | -171.5% | -2.3% |
| All | +35.9% | +364.7% | -328.8% | -2.8% |
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