+303.5%
EWY vs UTHR
+313.7%
-10.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.5% |
| 7D | -0.1% | +1.9% | -2.0% | -0.4% |
| 30D | +7.3% | -2.9% | +10.2% | +7.7% |
| 3M | -5.1% | -8.9% | +3.7% | -4.0% |
| 6M | +42.1% | -8.7% | +50.8% | +43.5% |
| YTD | +94.1% | +2.0% | +92.1% | +92.2% |
| 1Y | +147.8% | +22.8% | +125.0% | +137.8% |
| 3Y | +222.9% | +120.6% | +102.3% | +171.5% |
| 5Y | +150.6% | +136.4% | +14.2% | +104.0% |
| All | +303.5% | +313.7% | -10.2% | +178.9% |
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