+213.9%
CAT vs UTHR
+190.6%
+23.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +7.4% | +5.2% | +2.3% | +6.8% |
| 30D | -19.7% | +9.5% | -29.1% | -20.6% |
| 3M | -29.6% | +17.9% | -47.5% | -31.2% |
| 6M | -33.2% | +2.0% | -35.2% | -33.5% |
| YTD | +5.7% | +21.3% | -15.7% | +2.2% |
| 1Y | +9.3% | +27.9% | -18.5% | +4.9% |
| 3Y | +158.3% | +162.3% | -4.0% | +118.9% |
| All | +213.9% | +190.6% | +23.4% | +150.2% |
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 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