+131.7%
EMB vs UTHR
+886.4%
-754.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | 0.0% | -5.4% | +5.4% | +0.3% |
| 30D | -0.3% | -6.0% | +5.7% | 0.0% |
| 3M | -0.4% | -11.0% | +10.6% | +0.1% |
| 6M | +0.1% | -0.5% | +0.7% | 0.0% |
| YTD | +1.6% | +0.1% | +1.5% | +1.4% |
| 1Y | +5.6% | +28.2% | -22.5% | +4.0% |
| 3Y | +29.8% | +113.8% | -84.0% | +23.5% |
| 5Y | +7.3% | +131.3% | -124.0% | +1.1% |
| 10Y | +30.4% | +296.7% | -266.3% | +17.4% |
| All | +131.7% | +886.4% | -754.6% | +89.9% |
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