+72.5%
CART vs UTHR
+158.6%
-86.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +3.0% | -6.1% | +9.1% | +3.7% |
| 30D | +28.6% | +3.1% | +25.4% | +28.1% |
| 3M | +29.1% | +5.5% | +23.6% | +28.2% |
| 6M | +44.7% | -5.8% | +50.5% | +45.8% |
| YTD | +29.2% | +15.3% | +13.9% | +25.3% |
| 1Y | +66.2% | +23.8% | +42.4% | +59.2% |
| 3Y | +112.8% | +146.3% | -33.5% | +78.1% |
| All | +72.5% | +158.6% | -86.2% | +47.7% |
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