+22.9%
EIX vs UTHR
+310.6%
-287.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.4% |
| 7D | +4.1% | +3.0% | +1.1% | +3.6% |
| 30D | -15.3% | -4.3% | -11.0% | -14.8% |
| 3M | -18.4% | -8.4% | -10.1% | -17.5% |
| 6M | -16.8% | -4.2% | -12.6% | -16.5% |
| YTD | -0.6% | +4.0% | -4.6% | -1.5% |
| 1Y | +10.7% | +25.5% | -14.9% | +6.7% |
| 3Y | -4.5% | +125.1% | -129.6% | -17.4% |
| 5Y | +24.0% | +140.3% | -116.3% | +4.9% |
| 10Y | +22.9% | +322.5% | -299.6% | -10.8% |
| All | +22.9% | +310.6% | -287.7% | -10.8% |
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