+2,824.8%
UTHR vs EXEL
+346.4%
+2,478.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | +7.2% | +17.9% | -10.7% | +4.1% |
| 3M | +11.1% | +33.3% | -22.1% | +5.4% |
| 6M | +4.2% | +46.6% | -42.4% | -3.1% |
| YTD | +20.8% | +61.0% | -40.2% | +10.1% |
| 1Y | +29.7% | +70.4% | -40.8% | +16.9% |
| 3Y | +164.1% | +236.1% | -72.0% | +105.6% |
| 5Y | +190.7% | +284.8% | -94.2% | +117.3% |
| 10Y | +355.4% | +348.4% | +7.0% | +208.7% |
| All | +2,824.8% | +346.4% | +2,478.4% | +974.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling