+607.3%
XLB vs UTHR
+7,123.9%
-6,516.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.4% | -5.4% | +4.0% | -0.8% |
| 30D | -0.4% | -6.0% | +5.7% | +0.2% |
| 3M | +2.0% | -11.0% | +12.9% | +3.2% |
| 6M | +1.8% | -0.5% | +2.4% | +1.6% |
| YTD | +16.6% | +0.1% | +16.5% | +16.1% |
| 1Y | +16.9% | +28.2% | -11.2% | +13.1% |
| 3Y | +32.6% | +113.8% | -81.3% | +19.3% |
| 5Y | +35.6% | +131.3% | -95.7% | +20.1% |
| 10Y | +160.0% | +296.7% | -136.7% | +112.1% |
| All | +607.3% | +7,123.9% | -6,516.5% | +369.3% |
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