+141.9%
EWJ vs UTHR
+313.7%
-171.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +0.3% | +1.9% | -1.7% | 0.0% |
| 30D | +0.8% | -2.9% | +3.6% | +1.1% |
| 3M | +7.5% | -8.9% | +16.4% | +8.6% |
| 6M | +15.6% | -8.7% | +24.3% | +16.6% |
| YTD | +22.7% | +2.0% | +20.7% | +21.9% |
| 1Y | +26.4% | +22.8% | +3.6% | +22.5% |
| 3Y | +72.5% | +120.6% | -48.1% | +51.3% |
| 5Y | +52.4% | +136.4% | -84.0% | +30.6% |
| All | +141.9% | +313.7% | -171.8% | +82.7% |
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