+162.3%
UTHR vs ESTC
+14.8%
+147.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | +5.2% | +2.4% | +2.8% | +5.1% |
| 30D | +9.5% | -4.2% | +13.7% | +9.6% |
| 3M | +17.9% | +2.5% | +15.5% | +17.8% |
| 6M | +2.0% | +81.5% | -79.5% | -0.2% |
| YTD | +21.3% | +16.8% | +4.5% | +20.7% |
| 1Y | +27.9% | -3.5% | +31.3% | +28.3% |
| 3Y | +162.3% | +17.7% | +144.6% | +159.7% |
| All | +162.3% | +14.8% | +147.6% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling