+3,201.0%
EXPD vs UTHR
+8,281.0%
-5,080.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.0% | +2.6% | -3.6% |
| 7D | -4.8% | -4.7% | -0.1% | -4.2% |
| 30D | -1.5% | +4.4% | -6.0% | -2.1% |
| 3M | +4.1% | +9.0% | -4.9% | +2.7% |
| 6M | +24.0% | -1.1% | +25.1% | +23.7% |
| YTD | +27.4% | +16.1% | +11.3% | +24.0% |
| 1Y | +38.4% | +26.4% | +11.9% | +33.2% |
| 3Y | +73.2% | +152.1% | -78.9% | +49.5% |
| 5Y | +59.9% | +179.6% | -119.8% | +34.7% |
| 10Y | +319.9% | +395.6% | -75.7% | +218.1% |
| All | +3,201.0% | +8,281.0% | -5,080.1% | +1,665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling