+625.2%
EXC vs UTHR
+8,226.2%
-7,601.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.2% | -6.1% | +5.0% | -0.8% |
| 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% | +6.4% |
| 1Y | +3.5% | +23.8% | -20.3% | +1.9% |
| 3Y | +27.7% | +146.3% | -118.6% | +19.9% |
| 5Y | +41.1% | +177.8% | -136.7% | +31.1% |
| 10Y | +178.2% | +392.4% | -214.2% | +147.4% |
| All | +625.2% | +8,226.2% | -7,601.1% | +410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling