+126.1%
EMB vs UTHR
+1,100.2%
-974.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.7% | +4.9% | -5.6% | -0.9% |
| 30D | +0.5% | +9.2% | -8.7% | +0.1% |
| 3M | -2.5% | +15.9% | -18.4% | -3.3% |
| 6M | -2.0% | +2.0% | -4.0% | -2.2% |
| YTD | -0.9% | +21.8% | -22.6% | -2.1% |
| 1Y | -0.3% | +28.6% | -28.9% | -1.8% |
| 3Y | +29.2% | +166.2% | -137.1% | +21.4% |
| 5Y | +7.4% | +191.8% | -184.4% | 0.0% |
| 10Y | +35.8% | +367.2% | -331.4% | +21.1% |
| All | +126.1% | +1,100.2% | -974.1% | +83.4% |
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