+38.0%
ESI vs UTHR
+190.6%
-152.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +5.5% | +5.2% | +0.3% | +4.9% |
| 30D | -7.8% | +9.5% | -17.2% | -8.7% |
| 3M | -15.0% | +17.9% | -32.9% | -16.8% |
| 6M | -24.9% | +2.0% | -26.9% | -25.2% |
| YTD | +33.2% | +21.3% | +11.9% | +29.4% |
| 1Y | +24.9% | +27.9% | -2.9% | +20.5% |
| 3Y | +77.8% | +162.3% | -84.6% | +52.8% |
| All | +38.0% | +190.6% | -152.5% | +11.6% |
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