+39.1%
UTHR vs ESTC
+1.6%
+37.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | +3.8% | -15.9% | +19.6% | +3.4% |
| 30D | +13.4% | -5.5% | +19.0% | +13.3% |
| 3M | +17.3% | +26.2% | -8.9% | +18.5% |
| 6M | +4.7% | +77.0% | -72.3% | +6.7% |
| YTD | +24.9% | +18.9% | +6.0% | +26.8% |
| 1Y | +39.1% | +1.3% | +37.8% | +41.5% |
| All | +39.1% | +1.6% | +37.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling