+21.3%
ELF vs UTHR
+166.1%
-144.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.9% |
| 7D | +1.6% | +5.2% | -3.6% | +1.2% |
| 30D | +9.1% | +9.5% | -0.4% | +8.4% |
| 3M | +28.2% | +17.9% | +10.2% | +26.6% |
| 6M | +119.5% | +2.0% | +117.5% | +119.0% |
| YTD | +55.2% | +21.3% | +33.8% | +52.5% |
| 1Y | +58.6% | +27.9% | +30.7% | +55.2% |
| 3Y | +21.3% | +162.3% | -141.1% | +12.6% |
| All | +21.3% | +166.1% | -144.8% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling