+73.5%
CART vs UTHR
+168.0%
-94.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.1% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | +22.4% | +6.1% | +16.3% | +21.6% |
| 3M | +16.5% | +8.1% | +8.4% | +15.4% |
| 6M | +44.9% | +3.1% | +41.8% | +44.2% |
| YTD | +30.0% | +19.5% | +10.4% | +25.5% |
| 1Y | +59.1% | +29.7% | +29.3% | +51.5% |
| 3Y | +138.8% | +162.7% | -23.9% | +99.0% |
| All | +73.5% | +168.0% | -94.5% | +47.9% |
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