+124.1%
EVRG vs UTHR
+364.7%
-240.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +1.4% | +5.2% | -3.8% | +0.8% |
| 30D | +7.4% | +9.5% | -2.1% | +6.2% |
| 3M | +7.2% | +17.9% | -10.7% | +4.9% |
| 6M | +9.5% | +2.0% | +7.5% | +8.9% |
| YTD | +25.6% | +21.3% | +4.3% | +21.8% |
| 1Y | +20.4% | +27.9% | -7.5% | +16.0% |
| 3Y | +108.8% | +162.3% | -53.5% | +77.5% |
| 5Y | +68.0% | +190.7% | -122.8% | +39.2% |
| All | +124.1% | +364.7% | -240.6% | +60.9% |
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