+131.2%
EXPE vs UTHR
+148.2%
-17.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | -9.3% | -6.1% | -3.2% | -8.8% |
| 30D | +0.1% | +3.1% | -3.0% | +0.2% |
| 3M | -15.3% | +5.5% | -20.8% | -15.4% |
| 6M | +5.5% | -5.8% | +11.3% | +6.2% |
| YTD | -8.0% | +15.3% | -23.3% | -8.9% |
| 1Y | +18.9% | +23.8% | -4.9% | +16.8% |
| All | +131.2% | +148.2% | -17.0% | +114.4% |
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 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