+153.5%
EXPE vs UTHR
+123.2%
+30.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -10.0% | -8.0% |
| 7D | -9.8% | -2.9% | -6.9% | -9.6% |
| 30D | -11.5% | -7.6% | -3.9% | -11.0% |
| 3M | +21.7% | -8.6% | +30.3% | +22.5% |
| 6M | +10.4% | +4.1% | +6.2% | +10.0% |
| YTD | -2.5% | +2.2% | -4.7% | -3.1% |
| 1Y | +27.3% | +26.2% | +1.2% | +23.8% |
| 3Y | +153.5% | +121.2% | +32.3% | +141.3% |
| All | +153.5% | +123.2% | +30.4% | +141.3% |
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