+119.0%
EWT vs UTHR
+190.6%
-71.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +9.1% | +5.2% | +3.9% | +8.7% |
| 30D | -12.2% | +9.5% | -21.7% | -12.7% |
| 3M | -9.4% | +17.9% | -27.3% | -10.5% |
| 6M | +2.7% | +2.0% | +0.6% | +2.5% |
| YTD | +53.3% | +21.3% | +32.0% | +50.6% |
| 1Y | +59.2% | +27.9% | +31.3% | +55.7% |
| 3Y | +157.1% | +162.3% | -5.3% | +130.7% |
| All | +119.0% | +190.6% | -71.6% | +88.6% |
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