+253.9%
XLI vs UTHR
+313.7%
-59.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -1.7% | +1.9% | -3.6% | -2.0% |
| 30D | -7.3% | -2.9% | -4.4% | -6.9% |
| 3M | -1.3% | -8.9% | +7.5% | 0.0% |
| 6M | +2.2% | -8.7% | +11.0% | +3.4% |
| YTD | +11.7% | +2.0% | +9.7% | +10.5% |
| 1Y | +14.3% | +22.8% | -8.5% | +9.2% |
| 3Y | +70.3% | +120.6% | -50.3% | +41.1% |
| 5Y | +82.3% | +136.4% | -54.1% | +45.9% |
| All | +253.9% | +313.7% | -59.8% | +127.5% |
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 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