+825.5%
XOM vs UTHR
+7,277.3%
-6,451.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | +5.7% | -7.6% | +13.2% | +6.3% |
| 3M | +6.6% | -8.6% | +15.1% | +7.3% |
| 6M | +7.7% | +4.1% | +3.5% | +7.0% |
| YTD | +36.2% | +2.2% | +34.0% | +35.4% |
| 1Y | +50.5% | +26.2% | +24.3% | +46.7% |
| 3Y | +53.4% | +121.2% | -67.8% | +40.5% |
| 5Y | +254.2% | +136.5% | +117.6% | +220.6% |
| 10Y | +177.9% | +300.1% | -122.2% | +136.1% |
| All | +825.5% | +7,277.3% | -6,451.8% | +573.5% |
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