+586.5%
XLP vs UTHR
+8,226.2%
-7,639.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +0.7% | -6.1% | +6.9% | +1.1% |
| 30D | +10.3% | +3.1% | +7.1% | +10.0% |
| 3M | +6.5% | +5.5% | +1.1% | +6.1% |
| 6M | +8.4% | -5.8% | +14.2% | +8.6% |
| YTD | +18.2% | +15.3% | +2.9% | +16.7% |
| 1Y | +22.4% | +23.8% | -1.4% | +20.4% |
| 3Y | +41.9% | +146.3% | -104.4% | +32.4% |
| 5Y | +40.9% | +177.8% | -137.0% | +29.9% |
| 10Y | +128.4% | +392.4% | -264.0% | +100.4% |
| All | +586.5% | +8,226.2% | -7,639.8% | +383.1% |
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