+1,344.7%
EME vs UTHR
+313.7%
+1,031.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.6% |
| 7D | +3.5% | +1.9% | +1.6% | +3.1% |
| 30D | -6.3% | -2.9% | -3.5% | -5.8% |
| 3M | -3.8% | -8.9% | +5.1% | -2.1% |
| 6M | +8.5% | -8.7% | +17.2% | +9.9% |
| YTD | +27.8% | +2.0% | +25.8% | +26.1% |
| 1Y | +22.2% | +22.8% | -0.6% | +15.6% |
| 3Y | +253.5% | +120.6% | +132.8% | +179.6% |
| 5Y | +578.6% | +136.4% | +442.2% | +414.8% |
| All | +1,344.7% | +313.7% | +1,031.0% | +727.2% |
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