-37.7%
CAG vs UTHR
+313.7%
-351.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -5.7% | +1.9% | -7.6% | -5.9% |
| 30D | -2.4% | -2.9% | +0.4% | -2.2% |
| 3M | +9.8% | -8.9% | +18.6% | +10.6% |
| 6M | -10.8% | -8.7% | -2.1% | -10.3% |
| YTD | -10.8% | +2.0% | -12.8% | -11.4% |
| 1Y | -19.0% | +22.8% | -41.7% | -21.0% |
| 3Y | -39.7% | +120.6% | -160.3% | -45.7% |
| 5Y | -43.0% | +136.4% | -179.4% | -49.4% |
| All | -37.7% | +313.7% | -351.4% | -50.5% |
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