-47.1%
EOSE vs UTHR
+23.3%
-70.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.4% | +10.8% |
| 7D | +19.0% | -5.4% | +24.4% | +18.8% |
| 30D | +1.6% | -6.0% | +7.6% | +1.5% |
| 3M | -52.0% | -11.0% | -41.0% | -52.0% |
| 6M | -42.5% | -0.5% | -42.0% | -43.2% |
| YTD | -66.1% | +0.1% | -66.2% | -64.7% |
| 1Y | -47.1% | +28.2% | -75.3% | -42.7% |
| All | -47.1% | +23.3% | -70.4% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling