+142.7%
EWY vs UTHR
+138.8%
+4.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | +1.2% | +2.8% | -1.5% | +1.0% |
| 30D | +9.3% | -2.3% | +11.6% | +9.5% |
| 3M | +2.4% | -7.4% | +9.8% | +3.1% |
| 6M | +40.3% | -6.0% | +46.2% | +40.8% |
| YTD | +88.0% | +3.4% | +84.6% | +86.6% |
| 1Y | +143.8% | +27.1% | +116.7% | +136.7% |
| 3Y | +217.8% | +123.8% | +94.0% | +181.0% |
| 5Y | +142.7% | +139.6% | +3.1% | +108.7% |
| All | +142.7% | +138.8% | +4.0% | +108.7% |
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 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