-84.8%
EOSE vs UTHR
+40.6%
-125.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.2% | +11.4% | +12.5% |
| 7D | +9.7% | +3.8% | +6.0% | +9.5% |
| 30D | -34.6% | +13.4% | -48.0% | -35.0% |
| 3M | -50.8% | +17.3% | -68.1% | -51.3% |
| 6M | -66.5% | +4.7% | -71.1% | -66.4% |
| YTD | -81.3% | +24.9% | -106.2% | -80.4% |
| 1Y | -84.8% | +39.1% | -124.0% | -85.0% |
| All | -84.8% | +40.6% | -125.4% | -85.0% |
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