+409.3%
EQNR vs UTHR
+313.7%
+95.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | +6.4% | +1.9% | +4.5% | +6.1% |
| 30D | +10.4% | -2.9% | +13.2% | +10.9% |
| 3M | +23.1% | -8.9% | +31.9% | +25.0% |
| 6M | +36.3% | -8.7% | +45.0% | +37.9% |
| YTD | +96.0% | +2.0% | +93.9% | +93.4% |
| 1Y | +94.2% | +22.8% | +71.4% | +84.8% |
| 3Y | +75.3% | +120.6% | -45.4% | +41.7% |
| 5Y | +187.2% | +136.4% | +50.8% | +123.3% |
| All | +409.3% | +313.7% | +95.6% | +212.7% |
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