+373.7%
EIX vs UTHR
+7,123.9%
-6,750.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -19.1% | -5.4% | -13.7% | -18.8% |
| 30D | -16.9% | -6.0% | -10.9% | -16.6% |
| 3M | -20.0% | -11.0% | -9.0% | -19.4% |
| 6M | -21.3% | -0.5% | -20.8% | -21.4% |
| YTD | -1.7% | +0.1% | -1.8% | -1.9% |
| 1Y | +9.6% | +28.2% | -18.6% | +7.6% |
| 3Y | -3.7% | +113.8% | -117.5% | -9.1% |
| 5Y | +22.6% | +131.3% | -108.7% | +14.7% |
| 10Y | +17.7% | +296.7% | -279.0% | +5.2% |
| All | +373.7% | +7,123.9% | -6,750.2% | +262.7% |
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