+1,236.8%
EWY vs UTHR
+1,397.5%
-160.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +4.8% | -5.4% | +10.2% | +5.7% |
| 30D | +11.7% | -6.0% | +17.7% | +12.6% |
| 3M | -7.4% | -11.0% | +3.6% | -5.9% |
| 6M | +40.6% | -0.5% | +41.1% | +40.0% |
| YTD | +94.3% | +0.1% | +94.2% | +93.1% |
| 1Y | +164.3% | +28.2% | +136.1% | +152.2% |
| 3Y | +221.0% | +113.8% | +107.2% | +175.8% |
| 5Y | +139.1% | +131.3% | +7.8% | +100.3% |
| 10Y | +298.8% | +296.7% | +2.1% | +194.6% |
| All | +1,236.8% | +1,397.5% | -160.6% | +480.5% |
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