+272.1%
ELV vs UTHR
+313.7%
-41.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.9% |
| 7D | +2.8% | +1.9% | +0.8% | +2.3% |
| 30D | +4.9% | -2.9% | +7.8% | +5.4% |
| 3M | +4.9% | -8.9% | +13.7% | +6.7% |
| 6M | +45.1% | -8.7% | +53.8% | +47.2% |
| YTD | +20.7% | +2.0% | +18.6% | +19.0% |
| 1Y | +35.0% | +22.8% | +12.2% | +27.6% |
| 3Y | -2.4% | +120.6% | -123.1% | -22.8% |
| 5Y | +25.5% | +136.4% | -111.0% | -4.1% |
| All | +272.1% | +313.7% | -41.6% | +120.8% |
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