+172.3%
XLE vs UTHR
+368.2%
-195.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | -0.2% | -2.1% | +1.9% | +0.1% |
| 30D | -4.0% | +8.3% | -12.3% | -5.5% |
| 3M | +4.6% | +15.5% | -10.9% | +1.3% |
| 6M | +12.3% | +4.5% | +7.8% | +10.8% |
| YTD | +44.5% | +22.2% | +22.3% | +36.9% |
| 1Y | +42.4% | +29.7% | +12.7% | +33.1% |
| 3Y | +67.0% | +167.3% | -100.3% | +26.1% |
| 5Y | +161.9% | +196.5% | -34.6% | +87.1% |
| All | +172.3% | +368.2% | -195.9% | +54.9% |
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