+136.5%
UTHR vs EXEL
+195.7%
-59.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.5% |
| 7D | -2.9% | +1.4% | -4.2% | -3.1% |
| 30D | -7.6% | +6.7% | -14.2% | -8.6% |
| 3M | -8.6% | +11.5% | -20.0% | -10.3% |
| 6M | +4.1% | +38.8% | -34.7% | -1.3% |
| YTD | +2.2% | +31.6% | -29.4% | -2.6% |
| 1Y | +26.2% | +53.0% | -26.8% | +17.3% |
| 3Y | +121.2% | +160.8% | -39.6% | +85.9% |
| 5Y | +136.5% | +190.1% | -53.5% | +82.4% |
| All | +136.5% | +195.7% | -59.2% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling