+143.9%
CAT vs UTHR
+150.6%
-6.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -10.3% | -6.1% | -4.2% | -9.7% |
| 30D | -31.2% | +3.1% | -34.3% | -31.4% |
| 3M | -34.7% | +5.5% | -40.1% | -35.0% |
| 6M | -39.5% | -5.8% | -33.7% | -39.0% |
| YTD | -1.7% | +15.3% | -17.0% | -3.7% |
| 1Y | -1.1% | +23.8% | -24.9% | -4.1% |
| 3Y | +143.9% | +146.3% | -2.4% | +122.9% |
| All | +143.9% | +150.6% | -6.7% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling