+424.6%
ETSY vs UTHR
+313.7%
+110.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.9% |
| 7D | -4.9% | +1.9% | -6.8% | -5.4% |
| 30D | -8.6% | -2.9% | -5.8% | -8.1% |
| 3M | +4.8% | -8.9% | +13.6% | +7.0% |
| 6M | +38.1% | -8.7% | +46.8% | +40.3% |
| YTD | +31.2% | +2.0% | +29.2% | +28.9% |
| 1Y | +22.1% | +22.8% | -0.7% | +13.5% |
| 3Y | +12.2% | +120.6% | -108.4% | -15.9% |
| 5Y | -66.5% | +136.4% | -202.9% | -76.0% |
| All | +424.6% | +313.7% | +110.9% | +188.8% |
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