+69.8%
EWJ vs UTHR
+125.3%
-55.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | +1.0% | +3.0% | -2.0% | +0.8% |
| 30D | +1.0% | -4.3% | +5.3% | +1.2% |
| 3M | +7.2% | -8.4% | +15.6% | +7.8% |
| 6M | +13.9% | -4.2% | +18.1% | +14.1% |
| YTD | +20.8% | +4.0% | +16.8% | +20.3% |
| 1Y | +26.4% | +25.5% | +0.9% | +24.4% |
| All | +69.8% | +125.3% | -55.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling