+72.2%
EQX vs UTHR
+135.8%
-63.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.7% |
| 7D | -3.2% | +1.9% | -5.1% | -3.3% |
| 30D | +7.8% | -2.9% | +10.6% | +8.0% |
| 3M | +21.3% | -8.9% | +30.2% | +22.2% |
| 6M | -22.4% | -8.7% | -13.7% | -21.9% |
| YTD | -11.3% | +2.0% | -13.3% | -11.3% |
| 1Y | +13.5% | +22.8% | -9.3% | +12.2% |
| 3Y | +162.1% | +120.6% | +41.5% | +153.6% |
| All | +72.2% | +135.8% | -63.6% | +67.3% |
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