+149.9%
XLE vs UTHR
+179.7%
-29.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -12.0% | -6.1% | -5.9% | -11.5% |
| 30D | -2.7% | +3.1% | -5.9% | -3.0% |
| 3M | +6.6% | +5.5% | +1.1% | +6.0% |
| 6M | +9.5% | -5.8% | +15.4% | +10.0% |
| YTD | +40.6% | +15.3% | +25.2% | +37.9% |
| 1Y | +43.6% | +23.8% | +19.8% | +39.8% |
| 3Y | +58.1% | +146.3% | -88.2% | +37.8% |
| All | +149.9% | +179.7% | -29.8% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling