+133.6%
XLC vs UTHR
+416.9%
-283.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.1% | +4.9% | -1.8% | +2.3% |
| 30D | -4.2% | +9.2% | -13.4% | -5.6% |
| 3M | -2.1% | +15.9% | -18.1% | -4.8% |
| 6M | -6.6% | +2.0% | -8.6% | -7.3% |
| YTD | -7.8% | +21.8% | -29.6% | -11.7% |
| 1Y | -4.1% | +28.6% | -32.6% | -9.0% |
| 3Y | +62.6% | +166.2% | -103.6% | +28.7% |
| 5Y | +39.6% | +191.8% | -152.2% | +5.4% |
| All | +133.6% | +416.9% | -283.4% | +35.5% |
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