+10.7%
CARR vs UTHR
+135.8%
-125.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | -3.8% | +1.9% | -5.7% | -4.0% |
| 30D | -8.9% | -2.9% | -6.1% | -8.7% |
| 3M | -17.3% | -8.9% | -8.5% | -16.6% |
| 6M | -1.4% | -8.7% | +7.3% | -0.6% |
| YTD | +10.0% | +2.0% | +8.0% | +9.4% |
| 1Y | -6.4% | +22.8% | -29.1% | -8.9% |
| 3Y | +1.5% | +120.6% | -119.1% | -11.0% |
| All | +10.7% | +135.8% | -125.1% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling