+304.4%
UTHR vs EXEL
+386.3%
-81.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.2% |
| 7D | +2.8% | -2.9% | +5.7% | +3.4% |
| 30D | -2.3% | +11.9% | -14.1% | -4.8% |
| 3M | -7.4% | +9.2% | -16.6% | -9.5% |
| 6M | -6.0% | +39.1% | -45.1% | -13.1% |
| YTD | +3.4% | +31.0% | -27.6% | -3.4% |
| 1Y | +27.1% | +52.3% | -25.3% | +14.2% |
| 3Y | +123.8% | +159.7% | -35.9% | +72.2% |
| 5Y | +139.6% | +187.7% | -48.1% | +75.2% |
| All | +304.4% | +386.3% | -81.8% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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