+289.9%
CAH vs UTHR
+319.3%
-29.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -5.1% | +2.8% | -7.8% | -5.6% |
| 30D | -1.8% | -2.3% | +0.5% | -1.4% |
| 3M | +9.4% | -7.4% | +16.8% | +11.0% |
| 6M | +9.2% | -6.0% | +15.2% | +10.2% |
| YTD | +15.7% | +3.4% | +12.3% | +13.8% |
| 1Y | +59.7% | +27.1% | +32.7% | +49.7% |
| 3Y | +178.5% | +123.8% | +54.7% | +117.8% |
| 5Y | +398.3% | +139.6% | +258.6% | +274.3% |
| All | +289.9% | +319.3% | -29.5% | +122.4% |
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 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