+115.9%
EXPE vs UTHR
+349.3%
-233.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.3% |
| 7D | -11.2% | -2.1% | -9.1% | -10.7% |
| 30D | -7.5% | +7.2% | -14.6% | -8.5% |
| 3M | -19.1% | +11.1% | -30.2% | -20.9% |
| 6M | +10.7% | +4.2% | +6.5% | +9.6% |
| YTD | -9.9% | +20.8% | -30.7% | -14.3% |
| 1Y | -4.6% | +29.7% | -34.3% | -10.7% |
| 3Y | +116.8% | +164.1% | -47.3% | +65.0% |
| 5Y | +38.6% | +190.7% | -152.1% | +0.5% |
| 10Y | +115.9% | +355.4% | -239.5% | +26.7% |
| All | +115.9% | +349.3% | -233.5% | +26.7% |
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