+639.7%
CEG vs UTHR
+133.1%
+506.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +6.7% | -2.9% | +9.6% | +7.0% |
| 30D | +11.0% | -7.6% | +18.6% | +12.0% |
| 3M | +19.5% | -8.6% | +28.1% | +20.7% |
| 6M | -5.9% | +4.1% | -10.0% | -6.7% |
| YTD | -15.0% | +2.2% | -17.2% | -15.6% |
| 1Y | +0.6% | +26.2% | -25.6% | -2.9% |
| 3Y | +180.6% | +121.2% | +59.4% | +142.0% |
| All | +639.7% | +133.1% | +506.6% | +515.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling