+533.2%
XYZ vs UTHR
+220.7%
+312.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.0% | -5.4% | +4.4% | +0.3% |
| 30D | -1.7% | -6.0% | +4.3% | -0.4% |
| 3M | +16.7% | -11.0% | +27.7% | +19.8% |
| 6M | +26.9% | -0.5% | +27.4% | +25.8% |
| YTD | +27.1% | +0.1% | +27.1% | +25.4% |
| 1Y | +9.3% | +28.2% | -18.9% | +0.5% |
| 3Y | +42.3% | +113.8% | -71.5% | +7.0% |
| 5Y | -69.3% | +131.3% | -200.6% | -78.1% |
| 10Y | +586.8% | +296.7% | +290.1% | +273.0% |
| All | +533.2% | +220.7% | +312.5% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling