+151.5%
EXC vs UTHR
+308.5%
-157.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | +1.2% | -2.9% | +4.1% | +1.6% |
| 30D | -2.7% | -7.6% | +4.9% | -1.9% |
| 3M | -1.0% | -8.6% | +7.6% | 0.0% |
| 6M | -9.3% | +4.1% | -13.4% | -10.0% |
| YTD | +3.6% | +2.2% | +1.4% | +2.9% |
| 1Y | +5.9% | +26.2% | -20.3% | +2.3% |
| 3Y | +21.3% | +121.2% | -99.9% | +5.1% |
| 5Y | +46.2% | +136.5% | -90.4% | +23.5% |
| 10Y | +151.5% | +300.1% | -148.6% | +79.3% |
| All | +151.5% | +308.5% | -157.1% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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