+55.0%
XOP vs UTHR
+313.7%
-258.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | +2.6% | +1.9% | +0.7% | +2.1% |
| 30D | +9.6% | -2.9% | +12.5% | +10.3% |
| 3M | +20.4% | -8.9% | +29.2% | +23.1% |
| 6M | +19.9% | -8.7% | +28.6% | +21.7% |
| YTD | +56.4% | +2.0% | +54.4% | +52.7% |
| 1Y | +52.4% | +22.8% | +29.7% | +40.5% |
| 3Y | +39.9% | +120.6% | -80.7% | +0.6% |
| 5Y | +163.7% | +136.4% | +27.3% | +78.6% |
| All | +55.0% | +313.7% | -258.7% | -24.4% |
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