+75.8%
ESI vs UTHR
+140.7%
-64.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | +3.9% | +3.0% | +0.9% | +3.5% |
| 30D | -3.8% | -4.3% | +0.5% | -3.3% |
| 3M | -13.1% | -8.4% | -4.8% | -12.3% |
| 6M | +11.3% | -4.2% | +15.6% | +11.7% |
| YTD | +44.1% | +4.0% | +40.1% | +42.8% |
| 1Y | +40.3% | +25.5% | +14.8% | +35.4% |
| 3Y | +84.1% | +125.1% | -41.1% | +60.0% |
| 5Y | +75.8% | +140.3% | -64.5% | +46.6% |
| All | +75.8% | +140.7% | -64.9% | +46.6% |
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