+366.8%
XLF vs UTHR
+7,277.3%
-6,910.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | +0.2% | -2.9% | +3.0% | +0.5% |
| 30D | -0.5% | -7.6% | +7.1% | +0.5% |
| 3M | +10.6% | -8.6% | +19.2% | +11.9% |
| 6M | +14.3% | +4.1% | +10.1% | +13.2% |
| YTD | +5.5% | +2.2% | +3.3% | +4.6% |
| 1Y | +9.6% | +26.2% | -16.6% | +5.3% |
| 3Y | +75.2% | +121.2% | -46.0% | +52.7% |
| 5Y | +65.5% | +136.5% | -71.0% | +41.6% |
| 10Y | +246.4% | +300.1% | -53.7% | +167.8% |
| All | +366.8% | +7,277.3% | -6,910.5% | +187.0% |
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