+151.4%
EXE vs UTHR
+255.3%
-103.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.6% | +4.9% | -1.3% | +2.9% |
| 30D | -4.3% | +9.2% | -13.5% | -5.4% |
| 3M | -7.7% | +15.9% | -23.6% | -9.5% |
| 6M | -7.2% | +2.0% | -9.2% | -7.7% |
| YTD | -18.5% | +21.8% | -40.3% | -21.1% |
| 1Y | -24.4% | +28.6% | -52.9% | -27.3% |
| 3Y | +21.6% | +166.2% | -144.7% | +2.1% |
| 5Y | +77.3% | +191.8% | -114.5% | +43.6% |
| All | +151.4% | +255.3% | -103.9% | +94.2% |
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