+72.3%
XLC vs UTHR
+123.2%
-50.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +0.6% | -2.9% | +3.5% | +0.7% |
| 30D | +0.2% | -7.6% | +7.8% | +0.7% |
| 3M | +0.6% | -8.6% | +9.2% | +1.1% |
| 6M | -4.5% | +4.1% | -8.6% | -4.8% |
| YTD | -4.7% | +2.2% | -6.9% | -5.0% |
| 1Y | -1.7% | +26.2% | -27.8% | -3.4% |
| 3Y | +72.3% | +121.2% | -48.9% | +63.9% |
| All | +72.3% | +123.2% | -50.9% | +63.9% |
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