+1,126.0%
CAT vs UTHR
+308.5%
+817.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +5.6% | -2.9% | +8.4% | +6.1% |
| 30D | -2.3% | -7.6% | +5.2% | -0.9% |
| 3M | -10.0% | -8.6% | -1.4% | -8.6% |
| 6M | +21.2% | +4.1% | +17.1% | +19.5% |
| YTD | +44.4% | +2.2% | +42.2% | +42.5% |
| 1Y | +96.3% | +26.2% | +70.1% | +85.5% |
| 3Y | +203.9% | +121.2% | +82.7% | +147.0% |
| 5Y | +333.5% | +136.5% | +197.0% | +239.4% |
| 10Y | +1,126.0% | +300.1% | +825.9% | +660.4% |
| All | +1,126.0% | +308.5% | +817.5% | +660.4% |
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