+373.4%
UTHR vs ESTC
+25.9%
+347.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | +5.2% | +2.4% | +2.8% | +4.9% |
| 30D | +9.5% | -4.2% | +13.7% | +9.8% |
| 3M | +17.9% | +2.5% | +15.5% | +17.1% |
| 6M | +2.0% | +81.5% | -79.5% | -4.9% |
| YTD | +21.3% | +16.8% | +4.5% | +17.7% |
| 1Y | +27.9% | -3.5% | +31.3% | +26.4% |
| 3Y | +162.3% | +17.7% | +144.6% | +142.7% |
| 5Y | +190.7% | -51.7% | +242.5% | +203.9% |
| All | +373.4% | +25.9% | +347.5% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling