+18.6%
XYL vs UTHR
+123.2%
-104.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.8% | +2.8% |
| 7D | +1.8% | -2.9% | +4.7% | +1.9% |
| 30D | -9.2% | -7.6% | -1.6% | -8.9% |
| 3M | -0.3% | -8.6% | +8.3% | +0.1% |
| 6M | -11.0% | +4.1% | -15.1% | -11.2% |
| YTD | -19.2% | +2.2% | -21.4% | -19.5% |
| 1Y | -21.2% | +26.2% | -47.4% | -22.4% |
| 3Y | +18.6% | +121.2% | -102.6% | +14.5% |
| All | +18.6% | +123.2% | -104.5% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling