-64.7%
CAPR vs UTHR
+363.8%
-428.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +8.5% |
| 7D | +36.0% | -2.3% | +38.3% | +37.0% |
| 30D | +25.8% | +6.1% | +19.7% | +24.0% |
| 3M | +140.8% | +8.1% | +132.7% | +136.1% |
| 6M | -67.6% | +3.1% | -70.7% | -67.8% |
| YTD | -65.9% | +19.5% | -85.4% | -67.4% |
| 1Y | +66.1% | +29.7% | +36.4% | +56.2% |
| 3Y | +256.9% | +162.7% | +94.2% | +193.9% |
| 5Y | +172.1% | +192.8% | -20.7% | +118.9% |
| 10Y | -64.7% | +348.1% | -412.8% | -73.0% |
| All | -64.7% | +363.8% | -428.5% | -73.0% |
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