+2,038.5%
CB vs UTHR
+8,529.0%
-6,490.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.1% | -0.9% |
| 7D | -1.5% | -2.3% | +0.8% | -1.3% |
| 30D | +6.5% | +6.1% | +0.5% | +5.7% |
| 3M | +4.1% | +8.1% | -4.0% | +2.8% |
| 6M | +14.4% | +3.1% | +11.3% | +13.7% |
| YTD | +17.5% | +19.5% | -2.0% | +14.2% |
| 1Y | +27.5% | +29.7% | -2.2% | +22.8% |
| 3Y | +71.6% | +162.7% | -91.1% | +49.2% |
| 5Y | +100.6% | +192.8% | -92.2% | +70.8% |
| 10Y | +243.0% | +348.1% | -105.1% | +169.8% |
| All | +2,038.5% | +8,529.0% | -6,490.5% | +835.7% |
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