+96.8%
ET vs UTHR
+123.2%
-26.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | +6.9% | -7.6% | +14.4% | +7.1% |
| 3M | +13.1% | -8.6% | +21.7% | +13.4% |
| 6M | +18.7% | +4.1% | +14.6% | +18.3% |
| YTD | +37.4% | +2.2% | +35.2% | +37.0% |
| 1Y | +34.8% | +26.2% | +8.6% | +32.8% |
| 3Y | +96.8% | +121.2% | -24.4% | +82.1% |
| All | +96.8% | +123.2% | -26.4% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling