+290.5%
UTHR vs ESTC
+31.2%
+259.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.1% |
| 7D | -5.4% | -8.1% | +2.7% | -4.7% |
| 30D | -6.0% | +31.7% | -37.7% | -9.0% |
| 3M | -11.0% | +41.1% | -52.0% | -14.5% |
| 6M | -0.5% | +77.1% | -77.6% | -7.2% |
| YTD | +0.1% | +21.7% | -21.6% | -3.2% |
| 1Y | +28.2% | +8.4% | +19.8% | +25.1% |
| 3Y | +113.8% | +23.6% | +90.2% | +96.7% |
| 5Y | +131.3% | -46.5% | +177.8% | +136.7% |
| All | +290.5% | +31.2% | +259.3% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling