+65.5%
EWZ vs UTHR
+357.5%
-291.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | -26.2% | +7.2% | -33.3% | -27.3% |
| 3M | -8.6% | +11.1% | -19.8% | -11.0% |
| 6M | -17.0% | +4.2% | -21.2% | -18.2% |
| YTD | +2.2% | +20.8% | -18.6% | -2.9% |
| 1Y | +2.7% | +29.7% | -27.0% | -3.9% |
| 3Y | +18.2% | +164.1% | -145.9% | -10.3% |
| 5Y | +56.0% | +190.7% | -134.7% | +12.3% |
| All | +65.5% | +357.5% | -291.9% | -6.0% |
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