+237.8%
XME vs UTHR
+1,830.7%
-1,593.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.1% | -5.4% | +5.3% | +1.3% |
| 30D | +6.0% | -6.0% | +12.0% | +7.6% |
| 3M | -7.7% | -11.0% | +3.2% | -5.1% |
| 6M | +1.0% | -0.5% | +1.5% | +0.3% |
| YTD | +14.6% | +0.1% | +14.6% | +13.2% |
| 1Y | +46.0% | +28.2% | +17.8% | +34.3% |
| 3Y | +127.0% | +113.8% | +13.2% | +72.5% |
| 5Y | +175.8% | +131.3% | +44.5% | +99.5% |
| 10Y | +414.6% | +296.7% | +117.9% | +193.9% |
| All | +237.8% | +1,830.7% | -1,593.0% | -7.3% |
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