-14.5%
XYL vs UTHR
+140.7%
-155.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | +0.8% | +3.0% | -2.2% | +0.5% |
| 30D | -10.8% | -4.3% | -6.5% | -10.4% |
| 3M | -2.5% | -8.4% | +5.8% | -1.7% |
| 6M | -12.2% | -4.2% | -8.0% | -12.0% |
| YTD | -20.1% | +4.0% | -24.1% | -20.9% |
| 1Y | -20.6% | +25.5% | -46.2% | -23.4% |
| 3Y | +17.3% | +125.1% | -107.8% | -0.7% |
| 5Y | -14.5% | +140.3% | -154.8% | -29.6% |
| All | -14.5% | +140.7% | -155.2% | -29.6% |
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 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