+513.3%
XRT vs UTHR
+1,830.7%
-1,317.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.8% | -5.4% | +6.2% | +1.9% |
| 30D | -4.2% | -6.0% | +1.9% | -3.1% |
| 3M | +5.1% | -11.0% | +16.1% | +7.4% |
| 6M | +2.4% | -0.5% | +2.9% | +1.8% |
| YTD | +3.2% | +0.1% | +3.1% | +2.1% |
| 1Y | +1.5% | +28.2% | -26.6% | -4.9% |
| 3Y | +40.6% | +113.8% | -73.3% | +14.2% |
| 5Y | -1.0% | +131.3% | -132.3% | -22.4% |
| 10Y | +128.4% | +296.7% | -168.3% | +48.3% |
| All | +513.3% | +1,830.7% | -1,317.4% | +153.6% |
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