+215.1%
GDXJ vs UTHR
+313.7%
-98.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -2.8% | +1.9% | -4.8% | -3.0% |
| 30D | +5.0% | -2.9% | +7.8% | +5.3% |
| 3M | +24.1% | -8.9% | +32.9% | +25.3% |
| 6M | -7.4% | -8.7% | +1.4% | -6.5% |
| YTD | +10.2% | +2.0% | +8.2% | +9.7% |
| 1Y | +42.5% | +22.8% | +19.7% | +38.8% |
| 3Y | +285.7% | +120.6% | +165.1% | +245.9% |
| 5Y | +231.9% | +136.4% | +95.4% | +192.6% |
| All | +215.1% | +313.7% | -98.6% | +168.9% |
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