+100.2%
SEDG vs UTHR
+313.7%
-213.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.4% |
| 7D | +1.4% | +1.9% | -0.5% | +1.1% |
| 30D | +8.3% | -2.9% | +11.2% | +8.8% |
| 3M | -40.7% | -8.9% | -31.8% | -39.8% |
| 6M | -3.9% | -8.7% | +4.8% | -3.2% |
| YTD | +20.2% | +2.0% | +18.2% | +18.2% |
| 1Y | +17.6% | +22.8% | -5.2% | +11.1% |
| 3Y | -76.6% | +120.6% | -197.2% | -81.3% |
| 5Y | -87.1% | +136.4% | -223.5% | -90.1% |
| All | +100.2% | +313.7% | -213.5% | +21.0% |
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