+191.6%
XOM vs UTHR
+319.3%
-127.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.9% | +2.8% | -0.9% | +1.4% |
| 30D | +4.1% | -2.3% | +6.3% | +4.4% |
| 3M | +10.4% | -7.4% | +17.8% | +11.6% |
| 6M | +13.0% | -6.0% | +19.0% | +13.7% |
| YTD | +40.1% | +3.4% | +36.6% | +38.1% |
| 1Y | +51.1% | +27.1% | +24.1% | +43.7% |
| 3Y | +57.7% | +123.8% | -66.1% | +30.1% |
| 5Y | +264.7% | +139.6% | +125.1% | +190.8% |
| All | +191.6% | +319.3% | -127.8% | +89.2% |
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