+85.5%
ETN vs UTHR
+121.0%
-35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.0% |
| 7D | +3.5% | +1.9% | +1.6% | +3.4% |
| 30D | -7.5% | -2.9% | -4.7% | -7.4% |
| 3M | +8.3% | -8.9% | +17.2% | +8.8% |
| 6M | +20.2% | -8.7% | +28.9% | +20.8% |
| YTD | +34.7% | +2.0% | +32.6% | +34.2% |
| 1Y | +19.4% | +22.8% | -3.3% | +17.7% |
| 3Y | +85.5% | +120.6% | -35.1% | +75.6% |
| All | +85.5% | +121.0% | -35.5% | +75.6% |
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 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