+326.6%
EXPD vs UTHR
+364.7%
-38.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +5.5% | +5.2% | +0.3% | +4.8% |
| 30D | -0.8% | +9.5% | -10.3% | -2.0% |
| 3M | +4.1% | +17.9% | -13.8% | +1.6% |
| 6M | +25.7% | +2.0% | +23.7% | +25.0% |
| YTD | +31.4% | +21.3% | +10.1% | +26.8% |
| 1Y | +42.2% | +27.9% | +14.3% | +36.1% |
| 3Y | +77.2% | +162.3% | -85.2% | +47.1% |
| 5Y | +61.0% | +190.7% | -129.7% | +28.8% |
| All | +326.6% | +364.7% | -38.0% | +188.7% |
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