+341.1%
CCEP vs UTHR
+349.3%
-8.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +5.4% | -2.1% | +7.5% | +5.6% |
| 30D | +12.8% | +7.2% | +5.6% | +11.6% |
| 3M | +10.9% | +11.1% | -0.3% | +8.9% |
| 6M | +25.6% | +4.2% | +21.4% | +24.5% |
| YTD | +31.0% | +20.8% | +10.2% | +26.6% |
| 1Y | +32.3% | +29.7% | +2.6% | +26.5% |
| 3Y | +110.5% | +164.1% | -53.6% | +73.5% |
| 5Y | +141.8% | +190.7% | -48.9% | +92.5% |
| 10Y | +341.1% | +355.4% | -14.3% | +204.8% |
| All | +341.1% | +349.3% | -8.2% | +204.8% |
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