+238.1%
CCEP vs UTHR
+310.6%
-72.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -2.8% |
| 7D | -3.7% | +3.0% | -6.7% | -4.1% |
| 30D | -2.1% | -4.3% | +2.2% | -1.6% |
| 3M | +7.2% | -8.4% | +15.5% | +8.4% |
| 6M | +3.3% | -4.2% | +7.5% | +3.6% |
| YTD | +15.7% | +4.0% | +11.7% | +14.4% |
| 1Y | +16.6% | +25.5% | -9.0% | +11.9% |
| 3Y | +84.3% | +125.1% | -40.9% | +55.7% |
| 5Y | +109.0% | +140.3% | -31.3% | +71.6% |
| 10Y | +238.1% | +322.5% | -84.3% | +133.6% |
| All | +238.1% | +310.6% | -72.4% | +133.6% |
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