+71.5%
CART vs UTHR
+160.3%
-88.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | -1.6% |
| 7D | +1.2% | -4.7% | +5.9% | +1.8% |
| 30D | +27.1% | +4.4% | +22.6% | +26.5% |
| 3M | +27.4% | +9.0% | +18.4% | +26.0% |
| 6M | +32.1% | -1.1% | +33.3% | +32.2% |
| YTD | +28.5% | +16.1% | +12.4% | +24.5% |
| 1Y | +58.8% | +26.4% | +32.4% | +51.7% |
| 3Y | +114.8% | +152.1% | -37.3% | +80.6% |
| All | +71.5% | +160.3% | -88.8% | +46.8% |
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