+135.8%
XLC vs UTHR
+419.0%
-283.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +3.5% | -2.1% | +5.6% | +3.8% |
| 30D | -2.6% | +8.3% | -10.8% | -3.8% |
| 3M | -2.1% | +15.5% | -17.6% | -4.7% |
| 6M | -5.5% | +4.5% | -10.0% | -6.5% |
| YTD | -6.9% | +22.2% | -29.2% | -10.9% |
| 1Y | -3.7% | +29.7% | -33.4% | -8.8% |
| 3Y | +64.2% | +167.3% | -103.1% | +29.8% |
| 5Y | +43.0% | +196.5% | -153.5% | +7.6% |
| All | +135.8% | +419.0% | -283.1% | +36.8% |
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