+50.3%
EWZ vs UTHR
+363.8%
-313.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.7% | +1.3% |
| 7D | +1.4% | -2.3% | +3.7% | +1.8% |
| 30D | -25.1% | +6.1% | -31.2% | -26.1% |
| 3M | -7.7% | +8.1% | -15.8% | -9.6% |
| 6M | -15.8% | +3.1% | -18.9% | -16.9% |
| YTD | +3.6% | +19.5% | -15.9% | -1.3% |
| 1Y | +5.5% | +29.7% | -24.3% | -1.3% |
| 3Y | +22.1% | +162.7% | -140.6% | -7.4% |
| 5Y | +58.3% | +192.8% | -134.4% | +13.4% |
| 10Y | +50.3% | +348.1% | -297.8% | -15.9% |
| All | +50.3% | +363.8% | -313.5% | -15.9% |
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