+103.1%
XLP vs UTHR
+299.3%
-196.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | -5.4% | +4.4% | -0.4% |
| 30D | -0.9% | -6.0% | +5.2% | -0.3% |
| 3M | +3.8% | -11.0% | +14.8% | +5.0% |
| 6M | -1.7% | -0.5% | -1.2% | -2.0% |
| YTD | +10.3% | +0.1% | +10.2% | +9.7% |
| 1Y | +7.8% | +28.2% | -20.4% | +4.1% |
| 3Y | +27.2% | +113.8% | -86.6% | +12.8% |
| 5Y | +32.5% | +131.3% | -98.8% | +14.9% |
| All | +103.1% | +299.3% | -196.2% | +53.0% |
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 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