+233.4%
EQX vs UTHR
+367.2%
-133.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -5.0% |
| 7D | -7.0% | +2.8% | -9.8% | -7.2% |
| 30D | +4.8% | -2.3% | +7.1% | +5.0% |
| 3M | +25.6% | -7.4% | +33.0% | +26.4% |
| 6M | -25.8% | -6.0% | -19.9% | -25.5% |
| YTD | -12.7% | +3.4% | -16.2% | -13.0% |
| 1Y | +14.1% | +27.1% | -13.0% | +12.1% |
| 3Y | +165.7% | +123.8% | +41.9% | +150.3% |
| 5Y | +81.2% | +139.6% | -58.4% | +67.6% |
| All | +233.4% | +367.2% | -133.8% | +245.0% |
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