+4,823.6%
ETN vs UTHR
+7,364.6%
-2,541.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +3.0% | +2.8% | +0.3% | +2.7% |
| 30D | -10.9% | -2.3% | -8.7% | -10.7% |
| 3M | +9.2% | -7.4% | +16.6% | +10.1% |
| 6M | +13.9% | -6.0% | +19.9% | +14.4% |
| YTD | +29.5% | +3.4% | +26.1% | +28.3% |
| 1Y | +14.2% | +27.1% | -12.9% | +10.1% |
| 3Y | +79.9% | +123.8% | -43.9% | +58.4% |
| 5Y | +175.7% | +139.6% | +36.0% | +138.2% |
| 10Y | +693.2% | +320.0% | +373.2% | +522.4% |
| All | +4,823.6% | +7,364.6% | -2,541.0% | +2,855.0% |
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