-97.9%
CAPR vs UTHR
+1,916.2%
-2,014.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -2.0% | -5.4% | +3.4% | -1.3% |
| 30D | +139.2% | -6.0% | +145.2% | +141.5% |
| 3M | -66.4% | -11.0% | -55.4% | -65.8% |
| 6M | -63.1% | -0.5% | -62.6% | -63.1% |
| YTD | -67.4% | +0.1% | -67.5% | -67.4% |
| 1Y | +58.2% | +28.2% | +30.1% | +54.7% |
| 3Y | +42.2% | +113.8% | -71.6% | +31.8% |
| 5Y | +87.3% | +131.3% | -44.1% | +71.7% |
| 10Y | -75.3% | +296.7% | -372.0% | -78.3% |
| All | -97.9% | +1,916.2% | -2,014.1% | -99.1% |
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