+70.1%
SEDG vs UTHR
+204.4%
-134.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.7% |
| 7D | +3.6% | +3.0% | +0.6% | +3.0% |
| 30D | +9.3% | -4.3% | +13.6% | +10.2% |
| 3M | -39.1% | -8.4% | -30.7% | -38.2% |
| 6M | +1.8% | -4.2% | +6.0% | +1.5% |
| YTD | +22.0% | +4.0% | +18.0% | +19.3% |
| 1Y | +17.2% | +25.5% | -8.3% | +9.6% |
| 3Y | -76.3% | +125.1% | -201.5% | -81.5% |
| 5Y | -87.2% | +140.3% | -227.6% | -90.5% |
| 10Y | +108.6% | +322.5% | -213.9% | +19.5% |
| All | +70.1% | +204.4% | -134.3% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling