+890.8%
ES vs UTHR
+8,689.8%
-7,799.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -1.1% | +4.9% | -5.9% | -1.4% |
| 30D | +8.2% | +9.2% | -1.0% | +7.6% |
| 3M | +0.6% | +15.9% | -15.3% | -0.4% |
| 6M | +6.0% | +2.0% | +4.0% | +5.7% |
| YTD | +9.3% | +21.8% | -12.4% | +7.6% |
| 1Y | +1.1% | +28.6% | -27.4% | -0.8% |
| 3Y | +51.9% | +166.2% | -114.3% | +41.1% |
| 5Y | +6.5% | +191.8% | -185.3% | -2.0% |
| 10Y | +94.8% | +367.2% | -272.4% | +71.5% |
| All | +890.8% | +8,689.8% | -7,799.0% | +629.9% |
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 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