+43.2%
XLB vs UTHR
+166.1%
-122.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.5% | +5.2% | -4.6% | +0.2% |
| 30D | +5.2% | +9.5% | -4.3% | +4.5% |
| 3M | +0.3% | +17.9% | -17.6% | -1.0% |
| 6M | +1.2% | +2.0% | -0.8% | +1.0% |
| YTD | +16.6% | +21.3% | -4.7% | +14.7% |
| 1Y | +21.4% | +27.9% | -6.4% | +18.9% |
| 3Y | +43.2% | +162.3% | -119.1% | +26.1% |
| All | +43.2% | +166.1% | -122.9% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling