+54.2%
EWZ vs UTHR
+190.6%
-136.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +0.8% | +5.2% | -4.4% | +0.3% |
| 30D | -24.4% | +9.5% | -33.8% | -25.1% |
| 3M | -4.6% | +17.9% | -22.5% | -6.4% |
| 6M | -11.6% | +2.0% | -13.6% | -11.9% |
| YTD | +2.4% | +21.3% | -18.9% | -0.1% |
| 1Y | +2.1% | +27.9% | -25.8% | -1.0% |
| 3Y | +18.7% | +162.3% | -143.6% | +2.3% |
| All | +54.2% | +190.6% | -136.4% | +26.9% |
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 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