+164.1%
UTHR vs EXEL
+236.1%
-72.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | +7.2% | +17.9% | -10.7% | +4.7% |
| 3M | +11.1% | +33.3% | -22.1% | +6.4% |
| 6M | +4.2% | +46.6% | -42.4% | -1.9% |
| YTD | +20.8% | +61.0% | -40.2% | +12.0% |
| 1Y | +29.7% | +70.4% | -40.8% | +19.3% |
| 3Y | +164.1% | +236.1% | -72.0% | +113.4% |
| All | +164.1% | +236.1% | -72.0% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling