+38.4%
CFG vs UTHR
+24.4%
+14.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -1.7% | +2.8% | -4.5% | -1.9% |
| 30D | -4.6% | -2.3% | -2.3% | -4.5% |
| 3M | +7.9% | -7.4% | +15.3% | +8.6% |
| 6M | +19.9% | -6.0% | +25.8% | +20.5% |
| YTD | +21.7% | +3.4% | +18.3% | +20.8% |
| 1Y | +38.4% | +27.1% | +11.4% | +34.4% |
| All | +38.4% | +24.4% | +14.0% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling