+55.4%
CG vs UTHR
+123.2%
-67.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.4% |
| 7D | -1.3% | -2.9% | +1.6% | -1.0% |
| 30D | -3.2% | -7.6% | +4.4% | -2.4% |
| 3M | +6.2% | -8.6% | +14.8% | +7.1% |
| 6M | -4.7% | +4.1% | -8.8% | -5.1% |
| YTD | -20.6% | +2.2% | -22.8% | -21.1% |
| 1Y | -26.4% | +26.2% | -52.6% | -28.4% |
| 3Y | +55.4% | +121.2% | -65.8% | +52.5% |
| All | +55.4% | +123.2% | -67.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling