+242.8%
EQIX vs UTHR
+1,157.8%
-915.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.1% | +5.2% | -1.1% | +3.2% |
| 30D | +5.8% | +9.5% | -3.7% | +4.2% |
| 3M | -1.4% | +17.9% | -19.3% | -4.4% |
| 6M | -1.2% | +2.0% | -3.2% | -1.9% |
| YTD | +39.6% | +21.3% | +18.3% | +33.9% |
| 1Y | +36.8% | +27.9% | +9.0% | +29.9% |
| 3Y | +47.3% | +162.3% | -115.1% | +19.6% |
| 5Y | +50.1% | +190.7% | -140.6% | +18.2% |
| 10Y | +293.3% | +365.5% | -72.2% | +169.9% |
| All | +242.8% | +1,157.8% | -915.0% | +52.1% |
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