+163.1%
ET vs UTHR
+364.7%
-201.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.5% | +5.2% | -2.6% | +1.7% |
| 30D | -2.5% | +9.5% | -11.9% | -4.0% |
| 3M | -4.9% | +17.9% | -22.8% | -7.7% |
| 6M | -0.1% | +2.0% | -2.1% | -0.8% |
| YTD | +26.2% | +21.3% | +4.9% | +20.7% |
| 1Y | +25.2% | +27.9% | -2.7% | +18.5% |
| 3Y | +84.2% | +162.3% | -78.2% | +45.0% |
| 5Y | +216.1% | +190.7% | +25.3% | +136.8% |
| All | +163.1% | +364.7% | -201.5% | +58.8% |
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