+45.6%
EOSE vs UTHR
+124.0%
-78.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | +14.0% | +2.8% | +11.2% | +13.6% |
| 30D | -5.9% | -2.3% | -3.6% | -5.7% |
| 3M | -34.3% | -7.4% | -26.9% | -33.6% |
| 6M | -37.8% | -6.0% | -31.8% | -37.5% |
| YTD | -65.2% | +3.4% | -68.6% | -65.3% |
| 1Y | -41.9% | +27.1% | -69.0% | -44.5% |
| All | +45.6% | +124.0% | -78.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling