+40.8%
EQIX vs UTHR
+124.0%
-83.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.8% |
| 7D | -1.6% | +2.8% | -4.4% | -1.8% |
| 30D | -0.4% | -2.3% | +1.9% | -0.2% |
| 3M | -0.9% | -7.4% | +6.5% | -0.5% |
| 6M | +8.1% | -6.0% | +14.1% | +8.5% |
| YTD | +35.7% | +3.4% | +32.3% | +35.2% |
| 1Y | +34.0% | +27.1% | +6.9% | +31.9% |
| All | +40.8% | +124.0% | -83.1% | +31.2% |
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