-63.7%
XYZ vs UTHR
+190.6%
-254.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -1.1% | +5.2% | -6.2% | -1.6% |
| 30D | +11.5% | +9.5% | +2.0% | +10.4% |
| 3M | +1.8% | +17.9% | -16.1% | -0.2% |
| 6M | +21.2% | +2.0% | +19.2% | +20.9% |
| YTD | +29.9% | +21.3% | +8.6% | +26.1% |
| 1Y | +35.8% | +27.9% | +7.9% | +30.8% |
| 3Y | +62.6% | +162.3% | -99.8% | +32.9% |
| All | -63.7% | +190.6% | -254.3% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling