+403.5%
EIX vs UTHR
+8,226.2%
-7,822.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +1.0% | -6.1% | +7.1% | +1.4% |
| 30D | +9.1% | +3.1% | +6.0% | +8.9% |
| 3M | -10.2% | +5.5% | -15.7% | -10.6% |
| 6M | -11.2% | -5.8% | -5.4% | -11.0% |
| YTD | +4.5% | +15.3% | -10.9% | +3.3% |
| 1Y | +10.9% | +23.8% | -12.9% | +9.1% |
| 3Y | +8.4% | +146.3% | -137.9% | +1.3% |
| 5Y | +18.0% | +177.8% | -159.8% | +9.0% |
| 10Y | +30.3% | +392.4% | -362.1% | +14.9% |
| All | +403.5% | +8,226.2% | -7,822.7% | +281.7% |
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