+29.1%
UTHR vs EXEL
+64.5%
-35.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | +8.3% | +18.2% | -9.9% | +4.7% |
| 3M | +15.5% | +37.7% | -22.2% | +7.7% |
| 6M | +4.5% | +42.2% | -37.7% | -4.0% |
| YTD | +22.2% | +61.3% | -39.1% | +7.9% |
| All | +29.1% | +64.5% | -35.4% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling