-29.4%
EW vs UTHR
+139.1%
-168.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.7% | -3.7% |
| 7D | -4.4% | -2.9% | -1.6% | -4.2% |
| 30D | -3.3% | -7.6% | +4.2% | -2.6% |
| 3M | +1.0% | -8.6% | +9.6% | +1.8% |
| 6M | +6.2% | +4.1% | +2.1% | +5.6% |
| YTD | +1.7% | +2.2% | -0.5% | +1.1% |
| 1Y | +8.1% | +26.2% | -18.1% | +5.3% |
| 3Y | +17.1% | +121.2% | -104.1% | +3.8% |
| 5Y | -29.4% | +136.5% | -165.9% | -38.6% |
| All | -29.4% | +139.1% | -168.4% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling