+72.6%
XYZ vs UTHR
+150.6%
-77.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +12.1% | -6.1% | +18.3% | +12.5% |
| 30D | +12.4% | +3.1% | +9.2% | +12.3% |
| 3M | +8.2% | +5.5% | +2.7% | +8.1% |
| 6M | +20.7% | -5.8% | +26.5% | +21.4% |
| YTD | +31.3% | +15.3% | +16.0% | +30.1% |
| 1Y | +20.5% | +23.8% | -3.3% | +18.9% |
| 3Y | +72.6% | +146.3% | -73.7% | +62.4% |
| All | +72.6% | +150.6% | -77.9% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling