+59.7%
XOM vs UTHR
+124.0%
-64.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +1.9% | +2.8% | -0.9% | +1.8% |
| 30D | +4.1% | -2.3% | +6.3% | +4.1% |
| 3M | +10.4% | -7.4% | +17.8% | +10.6% |
| 6M | +13.0% | -6.0% | +19.0% | +13.1% |
| YTD | +40.1% | +3.4% | +36.6% | +39.6% |
| 1Y | +51.1% | +27.1% | +24.1% | +49.1% |
| All | +59.7% | +124.0% | -64.2% | +53.2% |
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 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