+247.9%
CB vs UTHR
+366.4%
-118.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | 0.0% | +4.9% | -4.8% | -0.7% |
| 30D | +7.4% | +9.2% | -1.8% | +5.9% |
| 3M | +8.6% | +15.9% | -7.3% | +5.8% |
| 6M | +16.1% | +2.0% | +14.2% | +15.4% |
| YTD | +20.2% | +21.8% | -1.6% | +15.5% |
| 1Y | +27.2% | +28.6% | -1.4% | +21.1% |
| 3Y | +72.7% | +166.2% | -93.6% | +40.5% |
| 5Y | +105.9% | +191.8% | -85.9% | +62.1% |
| All | +247.9% | +366.4% | -118.4% | +130.9% |
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 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