+313.8%
ELF vs UTHR
+293.6%
+20.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +5.4% | -5.4% | +10.8% | +6.4% |
| 30D | +27.0% | -6.0% | +33.0% | +28.5% |
| 3M | +113.2% | -11.0% | +124.2% | +117.7% |
| 6M | +36.6% | -0.5% | +37.1% | +35.9% |
| YTD | +44.2% | +0.1% | +44.2% | +42.8% |
| 1Y | -18.0% | +28.2% | -46.1% | -23.1% |
| 3Y | -19.9% | +113.8% | -133.7% | -35.1% |
| 5Y | +257.7% | +131.3% | +126.4% | +179.6% |
| All | +313.8% | +293.6% | +20.2% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling