+580.0%
XYZ vs UTHR
+308.5%
+271.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.7% |
| 7D | +2.9% | -2.9% | +5.7% | +3.5% |
| 30D | +1.4% | -7.6% | +9.0% | +3.2% |
| 3M | +14.6% | -8.6% | +23.1% | +16.8% |
| 6M | +20.8% | +4.1% | +16.6% | +18.4% |
| YTD | +23.1% | +2.2% | +20.9% | +20.6% |
| 1Y | +5.6% | +26.2% | -20.5% | -2.6% |
| 3Y | +50.9% | +121.2% | -70.3% | +11.0% |
| 5Y | -68.6% | +136.5% | -205.1% | -78.0% |
| 10Y | +580.0% | +300.1% | +279.9% | +259.9% |
| All | +580.0% | +308.5% | +271.4% | +259.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling