+5.7%
EXC vs UTHR
+26.2%
-20.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | +1.2% | -2.9% | +4.1% | +1.3% |
| 30D | -2.7% | -7.6% | +4.9% | -2.4% |
| 3M | -1.0% | -8.6% | +7.6% | -0.6% |
| 6M | -9.3% | +4.1% | -13.4% | -8.9% |
| YTD | +3.6% | +2.2% | +1.4% | +4.0% |
| All | +5.7% | +26.2% | -20.5% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling