+34.8%
EQIX vs UTHR
+140.7%
-105.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | +2.3% | +3.0% | -0.7% | +2.0% |
| 30D | +0.4% | -4.3% | +4.8% | +0.9% |
| 3M | -1.1% | -8.4% | +7.3% | -0.3% |
| 6M | +11.5% | -4.2% | +15.7% | +11.8% |
| YTD | +38.2% | +4.0% | +34.2% | +37.2% |
| 1Y | +36.7% | +25.5% | +11.2% | +32.8% |
| 3Y | +44.1% | +125.1% | -81.0% | +25.4% |
| 5Y | +34.8% | +140.3% | -105.5% | +11.9% |
| All | +34.8% | +140.7% | -105.9% | +11.9% |
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