+268.5%
EMR vs UTHR
+321.8%
-53.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +0.9% | +3.0% | -2.1% | +0.3% |
| 30D | -5.0% | -4.3% | -0.6% | -4.2% |
| 3M | +5.9% | -8.4% | +14.3% | +7.6% |
| 6M | +7.3% | -4.2% | +11.6% | +7.8% |
| YTD | +14.6% | +4.0% | +10.5% | +12.7% |
| 1Y | +15.6% | +25.5% | -9.9% | +9.0% |
| 3Y | +60.2% | +125.1% | -65.0% | +27.5% |
| 5Y | +65.8% | +140.3% | -74.5% | +26.6% |
| All | +268.5% | +321.8% | -53.3% | +115.4% |
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 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