+340.0%
UTHR vs EXEL
+320.7%
+19.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +5.2% | -0.8% | +6.0% | +5.4% |
| 30D | +9.5% | +13.1% | -3.7% | +6.6% |
| 3M | +17.9% | +36.3% | -18.4% | +10.0% |
| 6M | +2.0% | +34.5% | -32.5% | -4.9% |
| YTD | +21.3% | +57.4% | -36.1% | +8.8% |
| 1Y | +27.9% | +62.9% | -35.1% | +13.8% |
| 3Y | +162.3% | +229.5% | -67.2% | +91.8% |
| 5Y | +190.7% | +281.2% | -90.5% | +100.2% |
| All | +340.0% | +320.7% | +19.3% | +169.3% |
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