+169.7%
EXE vs UTHR
+197.7%
-27.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -3.1% | +1.9% | -5.1% | -3.4% |
| 30D | -0.9% | -2.9% | +1.9% | -0.6% |
| 3M | +9.6% | -8.9% | +18.4% | +10.8% |
| 6M | -11.6% | -8.7% | -2.9% | -10.8% |
| YTD | -12.6% | +2.0% | -14.6% | -13.3% |
| 1Y | +1.2% | +22.8% | -21.6% | -2.3% |
| 3Y | +18.0% | +120.6% | -102.6% | +1.6% |
| 5Y | +101.1% | +136.4% | -35.3% | +67.2% |
| All | +169.7% | +197.7% | -27.9% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling