+148.7%
XLK vs UTHR
+135.8%
+12.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.5% |
| 7D | +0.2% | +1.9% | -1.7% | 0.0% |
| 30D | -0.6% | -2.9% | +2.2% | -0.4% |
| 3M | +2.6% | -8.9% | +11.4% | +3.4% |
| 6M | +34.0% | -8.7% | +42.7% | +34.8% |
| YTD | +30.7% | +2.0% | +28.6% | +29.7% |
| 1Y | +39.2% | +22.8% | +16.4% | +35.3% |
| 3Y | +120.4% | +120.6% | -0.2% | +94.8% |
| All | +148.7% | +135.8% | +12.9% | +116.0% |
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 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