+280.6%
EMR vs UTHR
+362.9%
-82.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | +2.8% | +8.3% | -5.5% | +1.2% |
| 3M | +2.0% | +15.5% | -13.6% | -1.2% |
| 6M | +20.7% | +4.5% | +16.2% | +19.1% |
| YTD | +27.3% | +22.2% | +5.0% | +21.0% |
| 1Y | +31.0% | +29.7% | +1.3% | +22.9% |
| 3Y | +103.6% | +167.3% | -63.7% | +56.6% |
| 5Y | +88.6% | +196.5% | -107.9% | +37.6% |
| 10Y | +280.6% | +369.0% | -88.4% | +123.5% |
| All | +280.6% | +362.9% | -82.3% | +123.5% |
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