+244.0%
EQIX vs UTHR
+313.7%
-69.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +0.2% | +1.9% | -1.8% | -0.1% |
| 30D | -2.5% | -2.9% | +0.4% | -2.1% |
| 3M | 0.0% | -8.9% | +8.8% | +1.1% |
| 6M | +7.6% | -8.7% | +16.4% | +8.6% |
| YTD | +37.5% | +2.0% | +35.5% | +36.5% |
| 1Y | +32.9% | +22.8% | +10.1% | +28.5% |
| 3Y | +42.8% | +120.6% | -77.9% | +23.8% |
| 5Y | +35.8% | +136.4% | -100.6% | +15.4% |
| All | +244.0% | +313.7% | -69.8% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling