+1,101.1%
CCJ vs UTHR
+321.8%
+779.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | +4.2% | +3.0% | +1.2% | +3.5% |
| 30D | +3.2% | -4.3% | +7.5% | +4.0% |
| 3M | -1.8% | -8.4% | +6.6% | -0.2% |
| 6M | -13.5% | -4.2% | -9.3% | -13.1% |
| YTD | +9.7% | +4.0% | +5.7% | +8.2% |
| 1Y | +30.0% | +25.5% | +4.5% | +22.9% |
| 3Y | +172.6% | +125.1% | +47.5% | +116.4% |
| 5Y | +342.9% | +140.3% | +202.6% | +239.3% |
| All | +1,101.1% | +321.8% | +779.3% | +654.1% |
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