+139.9%
XLC vs UTHR
+341.6%
-201.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -1.4% | +3.0% | -4.4% | -1.9% |
| 30D | -0.9% | -4.3% | +3.4% | -0.3% |
| 3M | -0.3% | -8.4% | +8.0% | +1.0% |
| 6M | -5.2% | -4.2% | -1.0% | -4.9% |
| YTD | -5.3% | +4.0% | -9.3% | -6.7% |
| 1Y | -2.8% | +25.5% | -28.3% | -7.6% |
| 3Y | +71.2% | +125.1% | -53.9% | +39.5% |
| 5Y | +37.6% | +140.3% | -102.7% | +7.8% |
| All | +139.9% | +341.6% | -201.7% | +43.2% |
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