+5,294.5%
CF vs UTHR
+1,614.3%
+3,680.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.0% | +13.2% | +7.8% |
| 7D | +0.4% | -4.7% | +5.1% | +1.4% |
| 30D | +2.2% | +4.4% | -2.3% | +0.9% |
| 3M | +2.1% | +9.0% | -6.9% | -0.7% |
| 6M | -6.5% | -1.1% | -5.4% | -7.2% |
| YTD | +55.6% | +16.1% | +39.5% | +46.9% |
| 1Y | +42.3% | +26.4% | +15.9% | +31.4% |
| 3Y | +55.7% | +152.1% | -96.3% | +14.9% |
| 5Y | +122.4% | +179.6% | -57.2% | +55.0% |
| 10Y | +568.5% | +395.6% | +172.9% | +271.5% |
| All | +5,294.5% | +1,614.3% | +3,680.2% | +1,685.1% |
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 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