+2,814.6%
CCJ vs UTHR
+8,658.1%
-5,843.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.8% | +5.2% | -6.0% | -1.4% |
| 30D | -13.2% | +9.5% | -22.7% | -14.1% |
| 3M | -27.6% | +17.9% | -45.6% | -29.1% |
| 6M | -38.7% | +2.0% | -40.7% | -39.0% |
| YTD | -22.7% | +21.3% | -44.0% | -24.8% |
| 1Y | -17.6% | +27.9% | -45.5% | -20.3% |
| 3Y | +62.7% | +162.3% | -99.7% | +42.2% |
| 5Y | +159.7% | +190.7% | -31.0% | +122.8% |
| 10Y | +769.3% | +365.5% | +403.9% | +593.3% |
| All | +2,814.6% | +8,658.1% | -5,843.4% | +2,006.7% |
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 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