-0.8%
XYL vs UTHR
+166.1%
-166.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -3.7% | +5.2% | -8.9% | -4.0% |
| 30D | -8.3% | +9.5% | -17.8% | -8.8% |
| 3M | -21.4% | +17.9% | -39.4% | -22.1% |
| 6M | -12.9% | +2.0% | -14.9% | -13.1% |
| YTD | -30.1% | +21.3% | -51.4% | -31.0% |
| 1Y | -35.2% | +27.9% | -63.0% | -36.2% |
| 3Y | -0.8% | +162.3% | -163.1% | -6.7% |
| All | -0.8% | +166.1% | -166.9% | -6.7% |
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