+139.6%
UTHR vs EFV
+94.1%
+45.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.8% | -2.0% | +4.8% | +3.7% |
| 30D | -2.3% | -0.2% | -2.1% | -2.2% |
| 3M | -7.4% | +9.1% | -16.5% | -11.2% |
| 6M | -6.0% | +11.7% | -17.7% | -10.8% |
| YTD | +3.4% | +17.0% | -13.6% | -3.9% |
| 1Y | +27.1% | +26.7% | +0.4% | +13.9% |
| 3Y | +123.8% | +90.2% | +33.7% | +64.8% |
| 5Y | +139.6% | +96.1% | +43.5% | +85.2% |
| All | +139.6% | +94.1% | +45.6% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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