+173.1%
CCJ vs UTHR
+193.6%
-20.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | +3.7% | -2.1% | +5.8% | +4.0% |
| 30D | -13.7% | +8.3% | -22.0% | -14.6% |
| 3M | -24.7% | +15.5% | -40.3% | -26.2% |
| 6M | -38.1% | +4.5% | -42.7% | -38.6% |
| YTD | -18.8% | +22.2% | -41.0% | -21.1% |
| 1Y | -19.5% | +29.7% | -49.2% | -22.4% |
| 3Y | +75.9% | +167.3% | -91.4% | +46.0% |
| 5Y | +173.1% | +196.5% | -23.4% | +113.6% |
| All | +173.1% | +193.6% | -20.5% | +113.6% |
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 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