+323.0%
EXPD vs UTHR
+349.3%
-26.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -7.4% | -2.1% | -5.3% | -7.1% |
| 30D | -2.1% | +7.2% | -9.3% | -3.0% |
| 3M | +5.7% | +11.1% | -5.4% | +4.0% |
| 6M | +21.4% | +4.2% | +17.2% | +20.4% |
| YTD | +27.6% | +20.8% | +6.8% | +23.2% |
| 1Y | +36.1% | +29.7% | +6.5% | +30.0% |
| 3Y | +69.9% | +164.1% | -94.3% | +40.8% |
| 5Y | +59.7% | +190.7% | -131.0% | +27.6% |
| 10Y | +323.0% | +355.4% | -32.4% | +184.4% |
| All | +323.0% | +349.3% | -26.3% | +184.4% |
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