+215.2%
XLY vs UTHR
+313.7%
-98.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -1.7% | +1.9% | -3.6% | -2.0% |
| 30D | -4.2% | -2.9% | -1.3% | -3.8% |
| 3M | -2.7% | -8.9% | +6.2% | -1.4% |
| 6M | -0.6% | -8.7% | +8.1% | +0.5% |
| YTD | -5.0% | +2.0% | -7.0% | -6.0% |
| 1Y | -4.1% | +22.8% | -26.9% | -8.3% |
| 3Y | +33.6% | +120.6% | -87.0% | +11.1% |
| 5Y | +28.7% | +136.4% | -107.7% | +3.5% |
| All | +215.2% | +313.7% | -98.5% | +108.9% |
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 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