+147.8%
XEL vs UTHR
+313.7%
-165.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.2% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | -3.9% | -2.9% | -1.1% | -3.7% |
| 3M | -2.8% | -8.9% | +6.0% | -2.1% |
| 6M | -5.4% | -8.7% | +3.3% | -4.8% |
| YTD | +3.8% | +2.0% | +1.7% | +3.2% |
| 1Y | +6.8% | +22.8% | -16.0% | +4.4% |
| 3Y | +45.6% | +120.6% | -75.0% | +31.9% |
| 5Y | +30.7% | +136.4% | -105.7% | +16.7% |
| All | +147.8% | +313.7% | -165.9% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling