+625.6%
EXC vs UTHR
+8,529.0%
-7,903.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.6% | -0.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.6% |
| 30D | +9.3% | +6.1% | +3.3% | +8.9% |
| 3M | +1.0% | +8.1% | -7.1% | +0.5% |
| 6M | +5.9% | +3.1% | +2.8% | +5.6% |
| YTD | +7.6% | +19.5% | -11.9% | +6.3% |
| 1Y | +2.4% | +29.7% | -27.3% | +0.6% |
| 3Y | +30.2% | +162.7% | -132.5% | +21.9% |
| 5Y | +41.4% | +192.8% | -151.4% | +30.9% |
| 10Y | +183.8% | +348.1% | -164.4% | +153.2% |
| All | +625.6% | +8,529.0% | -7,903.4% | +409.9% |
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