+295.3%
ESI vs UTHR
+319.3%
-24.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | -2.3% | +2.8% | -5.1% | -2.9% |
| 30D | -9.0% | -2.3% | -6.8% | -8.7% |
| 3M | -13.3% | -7.4% | -5.9% | -12.0% |
| 6M | +5.3% | -6.0% | +11.2% | +6.2% |
| YTD | +37.6% | +3.4% | +34.2% | +35.3% |
| 1Y | +33.6% | +27.1% | +6.5% | +24.9% |
| 3Y | +75.8% | +123.8% | -48.0% | +36.8% |
| 5Y | +68.6% | +139.6% | -71.0% | +24.9% |
| All | +295.3% | +319.3% | -24.0% | +115.9% |
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 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