+204.1%
EWJ vs UTHR
+7,123.9%
-6,919.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +2.5% | -5.4% | +7.9% | +3.1% |
| 30D | +3.3% | -6.0% | +9.3% | +3.9% |
| 3M | +5.0% | -11.0% | +15.9% | +6.1% |
| 6M | +11.5% | -0.5% | +12.1% | +11.3% |
| YTD | +22.4% | +0.1% | +22.3% | +21.9% |
| 1Y | +30.2% | +28.2% | +2.0% | +26.4% |
| 3Y | +72.8% | +113.8% | -41.0% | +57.2% |
| 5Y | +54.1% | +131.3% | -77.2% | +38.0% |
| 10Y | +140.6% | +296.7% | -156.1% | +98.9% |
| All | +204.1% | +7,123.9% | -6,919.8% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling