+94.2%
EQNR vs UTHR
+25.4%
+68.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.7% |
| 7D | +6.4% | +1.9% | +4.5% | +6.4% |
| 30D | +10.4% | -2.9% | +13.2% | +10.4% |
| 3M | +23.1% | -8.9% | +31.9% | +23.1% |
| 6M | +36.3% | -8.7% | +45.0% | +36.2% |
| YTD | +96.0% | +2.0% | +93.9% | +96.1% |
| 1Y | +94.2% | +22.8% | +71.4% | +84.9% |
| All | +94.2% | +25.4% | +68.8% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling