+502.5%
EWT vs UTHR
+1,307.5%
-805.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +9.1% | +5.2% | +3.9% | +8.4% |
| 30D | -12.2% | +9.5% | -21.7% | -13.2% |
| 3M | -9.4% | +17.9% | -27.3% | -11.5% |
| 6M | +2.7% | +2.0% | +0.6% | +2.1% |
| YTD | +53.3% | +21.3% | +32.0% | +48.5% |
| 1Y | +59.2% | +27.9% | +31.3% | +53.0% |
| 3Y | +157.1% | +162.3% | -5.3% | +119.8% |
| 5Y | +119.6% | +190.7% | -71.1% | +83.0% |
| 10Y | +446.9% | +365.5% | +81.4% | +312.5% |
| All | +502.5% | +1,307.5% | -805.0% | +205.2% |
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