+110.6%
EVRG vs UTHR
+319.3%
-208.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.7% | +2.8% | -3.5% | -1.0% |
| 30D | 0.0% | -2.3% | +2.3% | +0.3% |
| 3M | -1.0% | -7.4% | +6.4% | -0.1% |
| 6M | +1.0% | -6.0% | +6.9% | +1.5% |
| YTD | +15.1% | +3.4% | +11.7% | +14.0% |
| 1Y | +17.6% | +27.1% | -9.5% | +13.4% |
| 3Y | +70.5% | +123.8% | -53.3% | +48.3% |
| 5Y | +48.9% | +139.6% | -90.8% | +27.0% |
| All | +110.6% | +319.3% | -208.7% | +55.8% |
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