+5.5%
CG vs UTHR
+140.7%
-135.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.3% |
| 7D | -6.4% | +3.0% | -9.4% | -6.9% |
| 30D | -7.1% | -4.3% | -2.7% | -6.5% |
| 3M | -1.6% | -8.4% | +6.8% | -0.3% |
| 6M | -8.3% | -4.2% | -4.1% | -7.9% |
| YTD | -23.8% | +4.0% | -27.8% | -24.9% |
| 1Y | -28.7% | +25.5% | -54.3% | -32.2% |
| 3Y | +49.2% | +125.1% | -76.0% | +21.0% |
| 5Y | +5.5% | +140.3% | -134.8% | -19.2% |
| All | +5.5% | +140.7% | -135.2% | -19.2% |
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