-3.4%
ES vs UTHR
+133.0%
-136.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.3% | -5.4% | +5.7% | +0.8% |
| 30D | -2.0% | -6.0% | +4.1% | -1.4% |
| 3M | +1.7% | -11.0% | +12.6% | +2.8% |
| 6M | -3.5% | -0.5% | -3.0% | -3.7% |
| YTD | +7.9% | +0.1% | +7.8% | +7.5% |
| 1Y | +17.2% | +28.2% | -11.0% | +13.4% |
| 3Y | +29.3% | +113.8% | -84.5% | +13.2% |
| All | -3.4% | +133.0% | -136.4% | -17.1% |
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 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