+906.3%
EMR vs UTHR
+8,620.1%
-7,713.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.3% |
| 7D | +0.7% | -2.1% | +2.8% | +1.0% |
| 30D | +3.5% | +7.2% | -3.7% | +2.6% |
| 3M | +5.9% | +11.1% | -5.2% | +4.2% |
| 6M | +19.4% | +4.2% | +15.3% | +18.4% |
| YTD | +27.7% | +20.8% | +6.9% | +23.7% |
| 1Y | +30.9% | +29.7% | +1.2% | +25.6% |
| 3Y | +104.2% | +164.1% | -60.0% | +75.2% |
| 5Y | +89.6% | +190.7% | -101.1% | +59.0% |
| 10Y | +280.0% | +355.4% | -75.4% | +192.7% |
| All | +906.3% | +8,620.1% | -7,713.8% | +451.2% |
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 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