-69.6%
EOSE vs UTHR
+135.8%
-205.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +1.8% | +1.9% | -0.1% | +1.4% |
| 30D | -6.8% | -2.9% | -4.0% | -6.4% |
| 3M | -36.3% | -8.9% | -27.4% | -35.0% |
| 6M | -38.8% | -8.7% | -30.0% | -38.0% |
| YTD | -65.5% | +2.0% | -67.6% | -65.9% |
| 1Y | -45.3% | +22.8% | -68.1% | -48.8% |
| 3Y | +44.2% | +120.6% | -76.5% | +4.5% |
| All | -69.6% | +135.8% | -205.4% | -79.4% |
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