+639.5%
CEG vs UTHR
+128.2%
+511.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +8.0% | -5.4% | +13.4% | +8.8% |
| 30D | +12.9% | -6.0% | +19.0% | +13.8% |
| 3M | +13.2% | -11.0% | +24.1% | +14.7% |
| 6M | -7.0% | -0.5% | -6.5% | -7.2% |
| YTD | -15.0% | +0.1% | -15.1% | -15.4% |
| 1Y | -2.7% | +28.2% | -30.9% | -6.4% |
| 3Y | +184.1% | +113.8% | +70.2% | +146.2% |
| All | +639.5% | +128.2% | +511.2% | +516.5% |
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