+3,643.3%
CAT vs UTHR
+8,226.2%
-4,582.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -10.3% | -6.1% | -4.2% | -9.6% |
| 30D | -31.2% | +3.1% | -34.3% | -31.5% |
| 3M | -34.7% | +5.5% | -40.1% | -35.3% |
| 6M | -39.5% | -5.8% | -33.7% | -39.2% |
| YTD | -1.7% | +15.3% | -17.0% | -4.1% |
| 1Y | -1.1% | +23.8% | -24.9% | -4.4% |
| 3Y | +143.9% | +146.3% | -2.4% | +113.4% |
| 5Y | +194.8% | +177.8% | +17.0% | +152.0% |
| 10Y | +739.8% | +392.4% | +347.4% | +554.6% |
| All | +3,643.3% | +8,226.2% | -4,582.9% | +2,364.3% |
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