+258.9%
ELF vs UTHR
+191.6%
+67.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +3.4% | +4.9% | -1.5% | +2.7% |
| 30D | +5.0% | +9.2% | -4.2% | +3.8% |
| 3M | +22.6% | +15.9% | +6.6% | +20.1% |
| 6M | +104.0% | +2.0% | +102.0% | +103.1% |
| YTD | +49.3% | +21.8% | +27.5% | +44.4% |
| 1Y | +46.0% | +28.6% | +17.5% | +40.1% |
| 3Y | +19.4% | +166.2% | -146.9% | -4.2% |
| All | +258.9% | +191.6% | +67.3% | +177.7% |
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