-98.0%
CAPR vs UTHR
+2,223.8%
-2,321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.3% | +4.7% |
| 7D | +41.1% | -6.1% | +47.2% | +42.3% |
| 30D | +11.1% | +3.1% | +8.0% | +10.6% |
| 3M | +115.3% | +5.5% | +109.9% | +113.8% |
| 6M | -73.8% | -5.8% | -68.0% | -73.6% |
| YTD | -68.8% | +15.3% | -84.2% | -69.4% |
| 1Y | +43.3% | +23.8% | +19.5% | +39.6% |
| 3Y | +214.7% | +146.3% | +68.4% | +185.9% |
| 5Y | +141.3% | +177.8% | -36.5% | +116.4% |
| 10Y | -67.0% | +392.4% | -459.4% | -71.8% |
| All | -98.0% | +2,223.8% | -2,321.8% | -99.2% |
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