+364.2%
ELF vs UTHR
+363.8%
+0.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +2.1% |
| 7D | +7.8% | -2.3% | +10.1% | +8.3% |
| 30D | +9.3% | +6.1% | +3.2% | +8.0% |
| 3M | +21.2% | +8.1% | +13.1% | +19.1% |
| 6M | +96.1% | +3.1% | +93.0% | +94.3% |
| YTD | +57.0% | +19.5% | +37.4% | +49.8% |
| 1Y | +61.9% | +29.7% | +32.1% | +52.1% |
| 3Y | +20.0% | +162.7% | -142.7% | -7.5% |
| 5Y | +284.8% | +192.8% | +92.0% | +183.9% |
| 10Y | +364.2% | +348.1% | +16.1% | +174.7% |
| All | +364.2% | +363.8% | +0.4% | +174.7% |
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 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