-3.7%
XLC vs UTHR
+32.3%
-36.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +3.5% | -2.1% | +5.6% | +3.4% |
| 30D | -2.6% | +8.3% | -10.8% | -2.5% |
| 3M | -2.1% | +15.5% | -17.6% | -1.9% |
| 6M | -5.5% | +4.5% | -10.0% | -4.9% |
| YTD | -6.9% | +22.2% | -29.2% | -6.7% |
| 1Y | -3.7% | +29.7% | -33.4% | -5.6% |
| All | -3.7% | +32.3% | -36.0% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling