+112.4%
ENB vs UTHR
+366.4%
-253.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | 0.0% | +4.9% | -4.9% | -0.7% |
| 30D | +1.4% | +9.2% | -7.8% | 0.0% |
| 3M | -5.2% | +15.9% | -21.1% | -7.5% |
| 6M | -9.9% | +2.0% | -11.9% | -10.5% |
| YTD | +4.7% | +21.8% | -17.1% | +0.6% |
| 1Y | +2.8% | +28.6% | -25.8% | -2.1% |
| 3Y | +71.3% | +166.2% | -94.9% | +38.3% |
| 5Y | +58.6% | +191.8% | -133.2% | +23.2% |
| All | +112.4% | +366.4% | -253.9% | +36.6% |
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