+160.6%
XOP vs UTHR
+140.7%
+19.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | +1.0% | +3.0% | -2.1% | +0.6% |
| 30D | +10.8% | -4.3% | +15.2% | +11.4% |
| 3M | +19.5% | -8.4% | +27.8% | +20.6% |
| 6M | +21.6% | -4.2% | +25.8% | +21.7% |
| YTD | +55.8% | +4.0% | +51.8% | +53.6% |
| 1Y | +54.6% | +25.5% | +29.1% | +48.0% |
| 3Y | +36.6% | +125.1% | -88.5% | +14.5% |
| 5Y | +160.6% | +140.3% | +20.3% | +110.1% |
| All | +160.6% | +140.7% | +19.9% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling