+18.9%
ELV vs UTHR
+140.2%
-121.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.5% |
| 7D | -2.2% | +3.0% | -5.2% | -2.6% |
| 30D | -0.2% | -4.3% | +4.1% | +0.4% |
| 3M | -6.1% | -8.4% | +2.3% | -5.0% |
| 6M | +42.8% | -4.2% | +47.1% | +43.4% |
| YTD | +14.4% | +4.0% | +10.4% | +13.0% |
| 1Y | +28.6% | +25.5% | +3.1% | +23.1% |
| 3Y | -7.4% | +125.1% | -132.5% | -23.6% |
| All | +18.9% | +140.2% | -121.2% | -6.8% |
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 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