+218.9%
CB vs UTHR
+299.3%
-80.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | -5.4% | +5.9% | +1.4% |
| 30D | -3.1% | -6.0% | +2.9% | -2.2% |
| 3M | +9.0% | -11.0% | +19.9% | +10.9% |
| 6M | +2.9% | -0.5% | +3.4% | +2.5% |
| YTD | +10.1% | +0.1% | +10.0% | +9.4% |
| 1Y | +22.8% | +28.2% | -5.4% | +16.8% |
| 3Y | +73.8% | +113.8% | -40.0% | +46.8% |
| 5Y | +99.2% | +131.3% | -32.1% | +63.2% |
| All | +218.9% | +299.3% | -80.4% | +113.6% |
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