+14.2%
ELF vs UTHR
+150.6%
-136.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | +4.0% | -6.1% | +10.1% | +4.5% |
| 30D | +10.6% | +3.1% | +7.5% | +10.3% |
| 3M | +25.8% | +5.5% | +20.4% | +25.3% |
| 6M | +89.1% | -5.8% | +94.9% | +89.7% |
| YTD | +52.7% | +15.3% | +37.4% | +50.6% |
| 1Y | +51.7% | +23.8% | +27.9% | +48.8% |
| 3Y | +14.2% | +146.3% | -132.1% | +3.1% |
| All | +14.2% | +150.6% | -136.3% | +3.1% |
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