+101.4%
EXE vs UTHR
+140.7%
-39.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | -2.7% | +3.0% | -5.7% | -3.1% |
| 30D | -0.4% | -4.3% | +3.9% | +0.1% |
| 3M | +9.5% | -8.4% | +17.9% | +10.6% |
| 6M | -9.3% | -4.2% | -5.1% | -9.2% |
| YTD | -10.9% | +4.0% | -14.9% | -11.9% |
| 1Y | +4.3% | +25.5% | -21.2% | +0.5% |
| 3Y | +18.8% | +125.1% | -106.3% | +1.8% |
| 5Y | +101.4% | +140.3% | -38.9% | +65.0% |
| All | +101.4% | +140.7% | -39.3% | +65.0% |
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