+43.8%
EXC vs UTHR
+179.7%
-135.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.2% | -6.1% | +5.0% | -0.9% |
| 30D | +10.0% | +3.1% | +6.8% | +9.7% |
| 3M | +1.6% | +5.5% | -3.8% | +1.2% |
| 6M | +3.3% | -5.8% | +9.1% | +3.5% |
| YTD | +7.6% | +15.3% | -7.8% | +6.5% |
| 1Y | +3.5% | +23.8% | -20.3% | +2.0% |
| 3Y | +27.7% | +146.3% | -118.6% | +15.1% |
| All | +43.8% | +179.7% | -135.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling