+1,036.7%
CBOE vs UTHR
+814.4%
+222.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -4.6% | -2.9% | -1.8% | -4.3% |
| 30D | +2.6% | -7.6% | +10.2% | +3.5% |
| 3M | +4.9% | -8.6% | +13.5% | +5.9% |
| 6M | -2.2% | +4.1% | -6.3% | -2.8% |
| YTD | +17.7% | +2.2% | +15.5% | +17.0% |
| 1Y | +26.1% | +26.2% | -0.1% | +22.0% |
| 3Y | +97.1% | +121.2% | -24.1% | +73.5% |
| 5Y | +149.2% | +136.5% | +12.6% | +114.8% |
| 10Y | +385.1% | +300.1% | +85.0% | +270.8% |
| All | +1,036.7% | +814.4% | +222.3% | +611.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling