+593.7%
EXC vs UTHR
+7,123.9%
-6,530.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.3% | -5.4% | +5.7% | +0.6% |
| 30D | -3.7% | -6.0% | +2.3% | -3.4% |
| 3M | -1.3% | -11.0% | +9.7% | -0.7% |
| 6M | -9.7% | -0.5% | -9.2% | -9.8% |
| YTD | +2.9% | +0.1% | +2.8% | +2.7% |
| 1Y | +4.4% | +28.2% | -23.8% | +2.7% |
| 3Y | +22.2% | +113.8% | -91.6% | +15.7% |
| 5Y | +46.7% | +131.3% | -84.6% | +37.8% |
| 10Y | +155.3% | +296.7% | -141.4% | +129.7% |
| All | +593.7% | +7,123.9% | -6,530.2% | +392.8% |
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 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