+271.2%
EW vs UTHR
+364.7%
-93.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +4.9% | +5.2% | -0.3% | +4.1% |
| 30D | +23.9% | +9.5% | +14.5% | +22.1% |
| 3M | +15.8% | +17.9% | -2.2% | +12.4% |
| 6M | +31.7% | +2.0% | +29.6% | +30.8% |
| YTD | +25.7% | +21.3% | +4.4% | +20.7% |
| 1Y | +24.4% | +27.9% | -3.4% | +18.5% |
| 3Y | +65.9% | +162.3% | -96.5% | +33.6% |
| 5Y | -7.6% | +190.7% | -198.4% | -28.7% |
| All | +271.2% | +364.7% | -93.5% | +136.3% |
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