+180.8%
CEG vs UTHR
+118.3%
+62.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +8.0% | -5.4% | +13.4% | +8.6% |
| 30D | +12.9% | -6.0% | +19.0% | +13.6% |
| 3M | +13.2% | -11.0% | +24.1% | +14.4% |
| 6M | -7.0% | -0.5% | -6.5% | -7.1% |
| YTD | -15.0% | +0.1% | -15.1% | -15.3% |
| 1Y | -2.7% | +28.2% | -30.9% | -5.3% |
| All | +180.8% | +118.3% | +62.5% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling