+332.6%
EXPD vs UTHR
+363.8%
-31.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.2% |
| 7D | -5.5% | -2.3% | -3.2% | -5.2% |
| 30D | -1.9% | +6.1% | -8.0% | -2.7% |
| 3M | +6.1% | +8.1% | -2.0% | +4.8% |
| 6M | +21.6% | +3.1% | +18.5% | +20.8% |
| YTD | +27.9% | +19.5% | +8.3% | +23.6% |
| 1Y | +39.4% | +29.7% | +9.6% | +33.1% |
| 3Y | +72.7% | +162.7% | -90.0% | +43.2% |
| 5Y | +60.3% | +192.8% | -132.5% | +27.8% |
| 10Y | +332.6% | +348.1% | -15.5% | +191.9% |
| All | +332.6% | +363.8% | -31.2% | +191.9% |
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