+285.1%
EQIX vs UTHR
+364.7%
-79.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.1% | +5.2% | -1.1% | +3.4% |
| 30D | +5.8% | +9.5% | -3.7% | +4.6% |
| 3M | -1.4% | +17.9% | -19.3% | -3.6% |
| 6M | -1.2% | +2.0% | -3.2% | -1.7% |
| YTD | +39.6% | +21.3% | +18.3% | +35.4% |
| 1Y | +36.8% | +27.9% | +9.0% | +31.8% |
| 3Y | +47.3% | +162.3% | -115.1% | +24.6% |
| 5Y | +50.1% | +190.7% | -140.6% | +23.7% |
| All | +285.1% | +364.7% | -79.6% | +176.6% |
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