+301.7%
EXPD vs UTHR
+382.4%
-80.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -7.2% | -6.1% | -1.0% | -6.4% |
| 30D | -3.3% | +3.1% | -6.4% | -3.7% |
| 3M | +3.4% | +5.5% | -2.1% | +2.4% |
| 6M | +22.7% | -5.8% | +28.5% | +23.3% |
| YTD | +24.5% | +15.3% | +9.2% | +21.0% |
| 1Y | +38.6% | +23.8% | +14.9% | +33.3% |
| 3Y | +71.5% | +146.3% | -74.8% | +44.0% |
| 5Y | +56.2% | +177.8% | -121.6% | +26.0% |
| All | +301.7% | +382.4% | -80.7% | +176.8% |
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 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