+638.0%
XYZ vs UTHR
+363.8%
+274.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.7% |
| 7D | +14.9% | -2.3% | +17.2% | +15.6% |
| 30D | +14.7% | +6.1% | +8.6% | +13.0% |
| 3M | +12.1% | +8.1% | +4.0% | +9.4% |
| 6M | +18.3% | +3.1% | +15.2% | +16.6% |
| YTD | +36.1% | +19.5% | +16.5% | +27.7% |
| 1Y | +35.3% | +29.7% | +5.6% | +24.2% |
| 3Y | +73.5% | +162.7% | -89.2% | +20.6% |
| 5Y | -61.6% | +192.8% | -254.4% | -75.1% |
| 10Y | +638.0% | +348.1% | +289.9% | +262.2% |
| All | +638.0% | +363.8% | +274.2% | +262.2% |
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