+137.4%
XME vs UTHR
+123.2%
+14.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +3.6% | -2.9% | +6.5% | +3.9% |
| 30D | +3.6% | -7.6% | +11.2% | +4.4% |
| 3M | +1.2% | -8.6% | +9.8% | +2.0% |
| 6M | +9.0% | +4.1% | +4.9% | +8.4% |
| YTD | +15.9% | +2.2% | +13.7% | +15.4% |
| 1Y | +43.2% | +26.2% | +17.0% | +39.6% |
| 3Y | +137.4% | +121.2% | +16.2% | +118.7% |
| All | +137.4% | +123.2% | +14.2% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling