+976.5%
XLY vs UTHR
+7,364.6%
-6,388.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -3.9% | +2.8% | -6.6% | -4.2% |
| 30D | -6.1% | -2.3% | -3.8% | -5.9% |
| 3M | -1.2% | -7.4% | +6.2% | -0.4% |
| 6M | -1.8% | -6.0% | +4.2% | -1.3% |
| YTD | -5.9% | +3.4% | -9.3% | -6.7% |
| 1Y | -3.1% | +27.1% | -30.2% | -6.3% |
| 3Y | +36.0% | +123.8% | -87.8% | +21.3% |
| 5Y | +27.6% | +139.6% | -112.1% | +12.0% |
| 10Y | +216.8% | +320.0% | -103.2% | +154.5% |
| All | +976.5% | +7,364.6% | -6,388.1% | +588.6% |
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