+980.7%
CCEP vs UTHR
+7,123.9%
-6,143.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -3.1% | -5.4% | +2.3% | -2.7% |
| 30D | -2.6% | -6.0% | +3.5% | -2.2% |
| 3M | +14.9% | -11.0% | +25.9% | +15.9% |
| 6M | +2.3% | -0.5% | +2.8% | +2.1% |
| YTD | +17.8% | +0.1% | +17.8% | +17.5% |
| 1Y | +24.2% | +28.2% | -4.0% | +21.4% |
| 3Y | +84.7% | +113.8% | -29.1% | +71.7% |
| 5Y | +103.2% | +131.3% | -28.1% | +86.9% |
| 10Y | +257.4% | +296.7% | -39.3% | +211.0% |
| All | +980.7% | +7,123.9% | -6,143.2% | +693.3% |
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