+192.7%
EXC vs UTHR
+366.4%
-173.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | +4.9% | -6.8% | -2.5% |
| 30D | +7.8% | +9.2% | -1.4% | +6.6% |
| 3M | +1.9% | +15.9% | -14.1% | -0.1% |
| 6M | +3.4% | +2.0% | +1.4% | +2.9% |
| YTD | +7.6% | +21.8% | -14.2% | +4.5% |
| 1Y | +2.1% | +28.6% | -26.4% | -1.5% |
| 3Y | +29.6% | +166.2% | -136.7% | +9.8% |
| 5Y | +39.5% | +191.8% | -152.3% | +14.8% |
| All | +192.7% | +366.4% | -173.7% | +109.8% |
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