-57.3%
EOSE vs UTHR
+272.3%
-329.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.7% | +10.4% |
| 7D | +41.4% | -2.9% | +44.3% | +42.1% |
| 30D | +3.6% | -7.6% | +11.2% | +5.1% |
| 3M | -35.7% | -8.6% | -27.1% | -34.7% |
| 6M | -29.9% | +4.1% | -34.0% | -31.3% |
| YTD | -62.5% | +2.2% | -64.7% | -62.8% |
| 1Y | -37.4% | +26.2% | -63.6% | -41.2% |
| 3Y | +55.8% | +121.2% | -65.4% | +21.5% |
| 5Y | -67.8% | +136.5% | -204.4% | -75.6% |
| All | -57.3% | +272.3% | -329.6% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling