+224.6%
ESI vs UTHR
+496.5%
-271.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.1% |
| 7D | +3.3% | -5.4% | +8.7% | +4.6% |
| 30D | -5.9% | -6.0% | +0.2% | -4.6% |
| 3M | -14.1% | -11.0% | -3.1% | -12.1% |
| 6M | +6.6% | -0.5% | +7.1% | +6.1% |
| YTD | +45.0% | +0.1% | +45.0% | +43.7% |
| 1Y | +41.5% | +28.2% | +13.3% | +31.9% |
| 3Y | +78.8% | +113.8% | -35.1% | +41.9% |
| 5Y | +70.9% | +131.3% | -60.4% | +29.5% |
| 10Y | +317.1% | +296.7% | +20.4% | +153.4% |
| All | +224.6% | +496.5% | -271.9% | +99.9% |
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