+1,903.9%
CB vs UTHR
+7,123.9%
-5,220.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | -5.4% | +5.9% | +1.1% |
| 30D | -3.1% | -6.0% | +2.9% | -2.4% |
| 3M | +9.0% | -11.0% | +19.9% | +10.4% |
| 6M | +2.9% | -0.5% | +3.4% | +2.6% |
| YTD | +10.1% | +0.1% | +10.0% | +9.6% |
| 1Y | +22.8% | +28.2% | -5.4% | +18.5% |
| 3Y | +73.8% | +113.8% | -40.0% | +55.1% |
| 5Y | +99.2% | +131.3% | -32.1% | +74.7% |
| 10Y | +218.2% | +296.7% | -78.5% | +154.5% |
| All | +1,903.9% | +7,123.9% | -5,220.0% | +797.5% |
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