+77.2%
EXPD vs UTHR
+166.1%
-88.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +5.5% | +5.2% | +0.3% | +5.3% |
| 30D | -0.8% | +9.5% | -10.3% | -1.2% |
| 3M | +4.1% | +17.9% | -13.8% | +3.3% |
| 6M | +25.7% | +2.0% | +23.7% | +25.6% |
| YTD | +31.4% | +21.3% | +10.1% | +29.4% |
| 1Y | +42.2% | +27.9% | +14.3% | +39.5% |
| 3Y | +77.2% | +162.3% | -85.2% | +58.5% |
| All | +77.2% | +166.1% | -88.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling