+51.7%
XOP vs UTHR
+364.7%
-313.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +6.3% | +5.2% | +1.2% | +4.9% |
| 30D | -6.6% | +9.5% | -16.1% | -8.9% |
| 3M | +3.6% | +17.9% | -14.4% | -1.4% |
| 6M | +10.8% | +2.0% | +8.7% | +9.3% |
| YTD | +48.3% | +21.3% | +26.9% | +37.6% |
| 1Y | +42.9% | +27.9% | +15.1% | +30.5% |
| 3Y | +43.3% | +162.3% | -119.0% | -2.1% |
| 5Y | +94.0% | +190.7% | -96.8% | +23.1% |
| All | +51.7% | +364.7% | -313.0% | -27.9% |
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