-30.4%
ELAN vs UTHR
+135.8%
-166.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | -5.4% | +1.9% | -7.4% | -5.7% |
| 30D | +4.7% | -2.9% | +7.6% | +5.1% |
| 3M | -3.7% | -8.9% | +5.2% | -2.5% |
| 6M | -1.2% | -8.7% | +7.5% | +0.2% |
| YTD | +2.4% | +2.0% | +0.4% | +2.1% |
| 1Y | +23.4% | +22.8% | +0.6% | +20.0% |
| 3Y | +96.7% | +120.6% | -23.9% | +73.2% |
| All | -30.4% | +135.8% | -166.2% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling