+134.0%
XLC vs UTHR
+412.8%
-278.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +6.2% | -2.1% | +8.3% | +6.5% |
| 30D | -2.4% | +7.2% | -9.6% | -3.5% |
| 3M | -3.3% | +11.1% | -14.5% | -5.3% |
| 6M | -7.3% | +4.2% | -11.5% | -8.3% |
| YTD | -7.6% | +20.8% | -28.4% | -11.4% |
| 1Y | -3.7% | +29.7% | -33.4% | -8.8% |
| 3Y | +62.9% | +164.1% | -101.2% | +29.1% |
| 5Y | +41.6% | +190.7% | -149.0% | +7.0% |
| All | +134.0% | +412.8% | -278.8% | +35.9% |
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 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