+85.6%
ES vs UTHR
+363.8%
-278.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.9% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | +5.7% | +6.1% | -0.3% | +5.0% |
| 3M | -2.8% | +8.1% | -10.9% | -3.7% |
| 6M | +7.0% | +3.1% | +3.9% | +6.4% |
| YTD | +6.8% | +19.5% | -12.8% | +4.3% |
| 1Y | -0.5% | +29.7% | -30.2% | -3.6% |
| 3Y | +47.2% | +162.7% | -115.5% | +29.5% |
| 5Y | +2.3% | +192.8% | -190.5% | -11.6% |
| 10Y | +85.6% | +348.1% | -262.5% | +45.1% |
| All | +85.6% | +363.8% | -278.1% | +45.1% |
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 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