+2,186.8%
ENPH vs UTHR
+364.7%
+1,822.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -8.4% | +5.2% | -13.6% | -9.3% |
| 30D | -11.2% | +9.5% | -20.6% | -12.6% |
| 3M | -36.1% | +17.9% | -54.0% | -38.2% |
| 6M | -37.9% | +2.0% | -39.9% | -38.4% |
| YTD | -18.7% | +21.3% | -40.0% | -22.6% |
| 1Y | -9.8% | +27.9% | -37.7% | -15.1% |
| 3Y | -66.8% | +162.3% | -229.2% | -74.9% |
| 5Y | -89.6% | +190.7% | -280.4% | -92.5% |
| All | +2,186.8% | +364.7% | +1,822.2% | +1,184.4% |
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