+28.3%
EL vs UTHR
+310.6%
-282.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.1% |
| 7D | -2.4% | +3.0% | -5.4% | -2.8% |
| 30D | +13.7% | -4.3% | +18.0% | +14.4% |
| 3M | +14.5% | -8.4% | +22.9% | +16.0% |
| 6M | +7.4% | -4.2% | +11.6% | +7.9% |
| YTD | -4.7% | +4.0% | -8.7% | -5.7% |
| 1Y | +12.9% | +25.5% | -12.6% | +8.2% |
| 3Y | -32.2% | +125.1% | -157.4% | -43.5% |
| 5Y | -68.4% | +140.3% | -208.7% | -74.4% |
| 10Y | +28.3% | +322.5% | -294.2% | -17.0% |
| All | +28.3% | +310.6% | -282.3% | -17.0% |
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