+751.3%
XLV vs UTHR
+7,364.6%
-6,613.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -4.4% | +2.8% | -7.2% | -4.7% |
| 30D | -1.4% | -2.3% | +0.9% | -1.2% |
| 3M | +8.9% | -7.4% | +16.3% | +9.8% |
| 6M | +9.1% | -6.0% | +15.1% | +9.7% |
| YTD | +7.9% | +3.4% | +4.5% | +7.1% |
| 1Y | +22.7% | +27.1% | -4.3% | +18.8% |
| 3Y | +31.9% | +123.8% | -91.9% | +17.7% |
| 5Y | +34.9% | +139.6% | -104.8% | +18.5% |
| 10Y | +173.9% | +320.0% | -146.2% | +120.5% |
| All | +751.3% | +7,364.6% | -6,613.3% | +437.4% |
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