+236.1%
EW vs UTHR
+349.3%
-113.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +9.3% | -2.1% | +11.4% | +9.6% |
| 30D | +22.1% | +7.2% | +14.9% | +20.7% |
| 3M | +13.0% | +11.1% | +1.9% | +10.8% |
| 6M | +30.1% | +4.2% | +25.9% | +28.8% |
| YTD | +22.0% | +20.8% | +1.2% | +17.3% |
| 1Y | +23.7% | +29.7% | -6.0% | +17.6% |
| 3Y | +62.0% | +164.1% | -102.2% | +30.8% |
| 5Y | -12.4% | +190.7% | -203.1% | -32.1% |
| 10Y | +236.1% | +355.4% | -119.3% | +119.0% |
| All | +236.1% | +349.3% | -113.3% | +119.0% |
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 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