+34.1%
XLP vs UTHR
+133.0%
-99.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.0% | -5.4% | +4.4% | -0.6% |
| 30D | -0.9% | -6.0% | +5.2% | -0.4% |
| 3M | +3.8% | -11.0% | +14.8% | +4.7% |
| 6M | -1.7% | -0.5% | -1.2% | -1.9% |
| YTD | +10.3% | +0.1% | +10.2% | +9.9% |
| 1Y | +7.8% | +28.2% | -20.4% | +4.9% |
| 3Y | +27.2% | +113.8% | -86.6% | +14.1% |
| All | +34.1% | +133.0% | -99.0% | +15.9% |
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