+349.8%
CCJ vs UTHR
+136.5%
+213.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | +5.9% | -2.9% | +8.8% | +6.3% |
| 30D | +4.7% | -7.6% | +12.3% | +5.8% |
| 3M | -3.3% | -8.6% | +5.3% | -2.2% |
| 6M | -7.0% | +4.1% | -11.2% | -7.6% |
| YTD | +11.5% | +2.2% | +9.3% | +10.9% |
| 1Y | +32.3% | +26.2% | +6.1% | +27.7% |
| 3Y | +176.8% | +121.2% | +55.6% | +133.3% |
| All | +349.8% | +136.5% | +213.3% | +276.7% |
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