+562.3%
CEG vs UTHR
+175.5%
+386.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | +1.7% | -2.1% | +3.8% | +1.9% |
| 30D | -10.2% | +7.2% | -17.4% | -10.9% |
| 3M | -0.8% | +11.1% | -12.0% | -2.2% |
| 6M | -11.5% | +4.2% | -15.7% | -12.0% |
| YTD | -23.9% | +20.8% | -44.7% | -26.0% |
| 1Y | -25.4% | +29.7% | -55.1% | -28.2% |
| 3Y | +124.2% | +164.1% | -40.0% | +88.9% |
| All | +562.3% | +175.5% | +386.8% | +439.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling