+2,322.9%
UTHR vs EXEL
+273.2%
+2,049.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.4% | +8.4% | -13.8% | -6.8% |
| 30D | -6.0% | +4.1% | -10.1% | -6.9% |
| 3M | -11.0% | +12.4% | -23.4% | -13.0% |
| 6M | -0.5% | +41.5% | -42.1% | -6.9% |
| YTD | +0.1% | +34.6% | -34.6% | -5.7% |
| 1Y | +28.2% | +57.9% | -29.7% | +16.8% |
| 3Y | +113.8% | +159.5% | -45.7% | +74.2% |
| 5Y | +131.3% | +198.5% | -67.2% | +80.5% |
| 10Y | +296.7% | +411.4% | -114.6% | +161.6% |
| All | +2,322.9% | +273.2% | +2,049.7% | +820.3% |
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 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