+170.7%
XLE vs UTHR
+308.5%
-137.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | +12.6% | -7.6% | +20.2% | +14.3% |
| 3M | +11.8% | -8.6% | +20.4% | +13.6% |
| 6M | +16.1% | +4.1% | +11.9% | +14.2% |
| YTD | +46.9% | +2.2% | +44.7% | +44.5% |
| 1Y | +53.3% | +26.2% | +27.1% | +43.7% |
| 3Y | +54.9% | +121.2% | -66.3% | +21.8% |
| 5Y | +225.7% | +136.5% | +89.2% | +145.1% |
| 10Y | +170.7% | +300.1% | -129.4% | +57.2% |
| All | +170.7% | +308.5% | -137.9% | +57.2% |
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