+432.8%
XYL vs UTHR
+1,143.9%
-711.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -5.0% | -5.4% | +0.4% | -4.2% |
| 30D | -13.2% | -6.0% | -7.2% | -12.4% |
| 3M | -3.7% | -11.0% | +7.3% | -1.9% |
| 6M | -17.7% | -0.5% | -17.2% | -18.0% |
| YTD | -21.5% | +0.1% | -21.6% | -22.2% |
| 1Y | -24.5% | +28.2% | -52.7% | -28.5% |
| 3Y | +6.9% | +113.8% | -106.9% | -10.8% |
| 5Y | -18.1% | +131.3% | -149.4% | -33.6% |
| 10Y | +134.7% | +296.7% | -162.0% | +61.3% |
| All | +432.8% | +1,143.9% | -711.1% | +150.3% |
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