+61.7%
EXPD vs UTHR
+195.4%
-133.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +3.6% | +4.9% | -1.3% | +3.3% |
| 30D | +0.3% | +9.2% | -8.9% | -0.3% |
| 3M | +6.1% | +15.9% | -9.9% | +5.0% |
| 6M | +27.4% | +2.0% | +25.4% | +27.2% |
| YTD | +32.0% | +21.8% | +10.2% | +29.5% |
| 1Y | +40.5% | +28.6% | +12.0% | +37.2% |
| 3Y | +75.7% | +166.2% | -90.6% | +57.0% |
| 5Y | +61.7% | +191.8% | -130.1% | +41.0% |
| All | +61.7% | +195.4% | -133.6% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling