+104.3%
CEG vs UTHR
+150.6%
-46.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -4.7% | -6.1% | +1.4% | -4.3% |
| 30D | -16.6% | +3.1% | -19.7% | -16.8% |
| 3M | -4.1% | +5.5% | -9.6% | -4.5% |
| 6M | -22.3% | -5.8% | -16.5% | -21.8% |
| YTD | -28.9% | +15.3% | -44.3% | -29.9% |
| 1Y | -28.5% | +23.8% | -52.2% | -29.9% |
| 3Y | +104.3% | +146.3% | -42.0% | +90.8% |
| All | +104.3% | +150.6% | -46.3% | +90.8% |
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