+220.7%
CF vs UTHR
+133.0%
+87.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +6.0% | -5.4% | +11.4% | +6.3% |
| 30D | +14.8% | -6.0% | +20.9% | +15.1% |
| 3M | +14.1% | -11.0% | +25.0% | +14.6% |
| 6M | +28.5% | -0.5% | +29.1% | +28.1% |
| YTD | +74.9% | +0.1% | +74.9% | +74.0% |
| 1Y | +61.7% | +28.2% | +33.5% | +57.4% |
| 3Y | +80.3% | +113.8% | -33.5% | +65.4% |
| All | +220.7% | +133.0% | +87.7% | +185.3% |
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 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