+51.5%
CART vs UTHR
+124.4%
-72.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | +1.0% | -5.4% | +6.5% | +1.7% |
| 30D | +12.6% | -6.0% | +18.7% | +13.5% |
| 3M | +23.1% | -11.0% | +34.1% | +24.8% |
| 6M | +39.5% | -0.5% | +40.1% | +38.4% |
| YTD | +13.5% | +0.1% | +13.5% | +12.1% |
| 1Y | +14.9% | +28.2% | -13.3% | +8.4% |
| All | +51.5% | +124.4% | -72.8% | +32.2% |
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