+70.9%
CCJ vs UTHR
+168.1%
-97.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +3.7% | -2.1% | +5.8% | +3.9% |
| 30D | -13.7% | +8.3% | -22.0% | -14.3% |
| 3M | -24.7% | +15.5% | -40.3% | -25.7% |
| 6M | -38.1% | +4.5% | -42.7% | -38.4% |
| YTD | -18.8% | +22.2% | -41.0% | -20.0% |
| 1Y | -19.5% | +29.7% | -49.2% | -21.0% |
| All | +70.9% | +168.1% | -97.2% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling