+561.8%
EL vs UTHR
+8,724.6%
-8,162.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.5% |
| 30D | +12.3% | +8.3% | +4.0% | +11.4% |
| 3M | +28.4% | +15.5% | +12.9% | +26.4% |
| 6M | +36.7% | +4.5% | +32.2% | +35.9% |
| YTD | +8.4% | +22.2% | -13.9% | +5.8% |
| 1Y | +25.4% | +29.7% | -4.3% | +21.7% |
| 3Y | +3.4% | +167.3% | -163.9% | -8.0% |
| 5Y | -64.8% | +196.5% | -261.3% | -69.2% |
| 10Y | +63.0% | +369.0% | -306.1% | +33.4% |
| All | +561.8% | +8,724.6% | -8,162.7% | +325.5% |
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