+55.0%
EWZ vs UTHR
+133.0%
-78.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +6.5% | -5.4% | +11.9% | +7.1% |
| 30D | +4.8% | -6.0% | +10.9% | +5.5% |
| 3M | +9.9% | -11.0% | +20.9% | +11.1% |
| 6M | +1.9% | -0.5% | +2.5% | +1.7% |
| YTD | +20.3% | +0.1% | +20.2% | +19.8% |
| 1Y | +35.6% | +28.2% | +7.5% | +31.2% |
| 3Y | +43.4% | +113.8% | -70.4% | +25.7% |
| All | +55.0% | +133.0% | -78.0% | +31.8% |
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