+811.0%
XEL vs UTHR
+7,123.9%
-6,312.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.0% | -5.4% | +4.4% | -0.7% |
| 30D | -1.9% | -6.0% | +4.1% | -1.6% |
| 3M | -1.9% | -11.0% | +9.1% | -1.3% |
| 6M | -7.4% | -0.5% | -6.9% | -7.5% |
| YTD | +4.1% | +0.1% | +4.0% | +3.9% |
| 1Y | +8.0% | +28.2% | -20.1% | +6.4% |
| 3Y | +48.4% | +113.8% | -65.4% | +41.1% |
| 5Y | +27.2% | +131.3% | -104.1% | +20.1% |
| 10Y | +146.8% | +296.7% | -149.9% | +123.5% |
| All | +811.0% | +7,123.9% | -6,312.9% | +586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling