+513.6%
EWT vs UTHR
+313.7%
+199.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.0% |
| 7D | -1.1% | +1.9% | -3.1% | -1.4% |
| 30D | +4.5% | -2.9% | +7.3% | +4.8% |
| 3M | +8.3% | -8.9% | +17.1% | +9.4% |
| 6M | +54.2% | -8.7% | +63.0% | +55.6% |
| YTD | +74.6% | +2.0% | +72.6% | +73.3% |
| 1Y | +84.9% | +22.8% | +62.1% | +78.9% |
| 3Y | +197.5% | +120.6% | +76.9% | +159.1% |
| 5Y | +150.6% | +136.4% | +14.2% | +112.5% |
| All | +513.6% | +313.7% | +199.9% | +355.7% |
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