+0.2%
ENTG vs UTHR
+190.6%
-190.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +15.2% | +5.2% | +10.0% | +14.5% |
| 30D | -3.6% | +9.5% | -13.1% | -4.5% |
| 3M | -10.0% | +17.9% | -27.9% | -11.7% |
| 6M | +1.8% | +2.0% | -0.2% | +1.5% |
| YTD | +75.5% | +21.3% | +54.2% | +71.0% |
| 1Y | +82.4% | +27.9% | +54.5% | +76.6% |
| 3Y | +58.5% | +162.3% | -103.8% | +46.7% |
| All | +0.2% | +190.6% | -190.4% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling