+163.9%
XLE vs UTHR
+363.8%
-199.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.2% |
| 7D | -7.9% | -2.3% | -5.6% | -7.5% |
| 30D | -4.8% | +6.1% | -10.9% | -6.0% |
| 3M | +8.4% | +8.1% | +0.3% | +6.3% |
| 6M | +12.7% | +3.1% | +9.6% | +11.4% |
| YTD | +41.3% | +19.5% | +21.7% | +34.4% |
| 1Y | +42.3% | +29.7% | +12.5% | +32.9% |
| 3Y | +65.1% | +162.7% | -97.6% | +25.0% |
| 5Y | +150.2% | +192.8% | -42.6% | +79.0% |
| 10Y | +163.9% | +348.1% | -184.2% | +49.9% |
| All | +163.9% | +363.8% | -199.9% | +49.9% |
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 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