+49.2%
EWJ vs UTHR
+138.8%
-89.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.7% |
| 30D | +0.2% | -2.3% | +2.4% | +0.3% |
| 3M | +8.6% | -7.4% | +16.0% | +9.2% |
| 6M | +12.1% | -6.0% | +18.1% | +12.6% |
| YTD | +20.1% | +3.4% | +16.7% | +19.4% |
| 1Y | +25.2% | +27.1% | -1.9% | +22.1% |
| 3Y | +70.8% | +123.8% | -53.0% | +54.1% |
| 5Y | +49.2% | +139.6% | -90.5% | +30.6% |
| All | +49.2% | +138.8% | -89.6% | +30.6% |
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