-68.9%
XYZ vs UTHR
+133.0%
-201.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.0% | -5.4% | +4.4% | -0.3% |
| 30D | -1.7% | -6.0% | +4.3% | -1.0% |
| 3M | +16.7% | -11.0% | +27.7% | +18.4% |
| 6M | +26.9% | -0.5% | +27.4% | +26.3% |
| YTD | +27.1% | +0.1% | +27.1% | +26.1% |
| 1Y | +9.3% | +28.2% | -18.9% | +4.1% |
| 3Y | +42.3% | +113.8% | -71.5% | +17.3% |
| All | -68.9% | +133.0% | -201.9% | -74.8% |
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