+599.5%
XYZ vs UTHR
+382.4%
+217.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +12.1% | -6.1% | +18.3% | +13.9% |
| 30D | +12.4% | +3.1% | +9.2% | +11.5% |
| 3M | +8.2% | +5.5% | +2.7% | +6.2% |
| 6M | +20.7% | -5.8% | +26.5% | +21.7% |
| YTD | +31.3% | +15.3% | +16.0% | +24.4% |
| 1Y | +20.5% | +23.8% | -3.3% | +12.0% |
| 3Y | +72.6% | +146.3% | -73.7% | +22.8% |
| 5Y | -64.0% | +177.8% | -241.8% | -76.2% |
| All | +599.5% | +382.4% | +217.1% | +251.2% |
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