+4,051.3%
CCJ vs UTHR
+7,123.9%
-3,072.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +0.7% | -5.4% | +6.1% | +1.4% |
| 30D | +6.9% | -6.0% | +12.9% | +7.6% |
| 3M | -11.6% | -11.0% | -0.7% | -10.5% |
| 6M | -16.2% | -0.5% | -15.7% | -16.3% |
| YTD | +10.1% | +0.1% | +10.0% | +9.7% |
| 1Y | +32.3% | +28.2% | +4.1% | +27.8% |
| 3Y | +171.3% | +113.8% | +57.5% | +143.1% |
| 5Y | +372.4% | +131.3% | +241.1% | +316.6% |
| 10Y | +1,070.0% | +296.7% | +773.3% | +851.8% |
| All | +4,051.3% | +7,123.9% | -3,072.6% | +2,973.1% |
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 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