+107.2%
CCEP vs UTHR
+133.0%
-25.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -3.1% | -5.4% | +2.3% | -2.6% |
| 30D | -2.6% | -6.0% | +3.5% | -2.1% |
| 3M | +14.9% | -11.0% | +25.9% | +16.1% |
| 6M | +2.3% | -0.5% | +2.8% | +2.1% |
| YTD | +17.8% | +0.1% | +17.8% | +17.4% |
| 1Y | +24.2% | +28.2% | -4.0% | +20.4% |
| 3Y | +84.7% | +113.8% | -29.1% | +59.7% |
| All | +107.2% | +133.0% | -25.8% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling