+62.1%
EMR vs UTHR
+123.2%
-61.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.6% |
| 7D | +3.1% | -2.9% | +5.9% | +3.3% |
| 30D | -3.5% | -7.6% | +4.1% | -2.9% |
| 3M | +9.8% | -8.6% | +18.4% | +10.6% |
| 6M | +10.8% | +4.1% | +6.6% | +10.4% |
| YTD | +15.9% | +2.2% | +13.7% | +15.5% |
| 1Y | +16.4% | +26.2% | -9.8% | +13.6% |
| 3Y | +62.1% | +121.2% | -59.1% | +57.1% |
| All | +62.1% | +123.2% | -61.1% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling