+305.5%
CG vs UTHR
+1,231.9%
-926.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +2.9% | +5.8% |
| 7D | +3.0% | -2.3% | +5.3% | +3.6% |
| 30D | +10.1% | +6.1% | +4.1% | +9.0% |
| 3M | -10.8% | +8.1% | -18.9% | -12.4% |
| 6M | -15.2% | +3.1% | -18.3% | -16.0% |
| YTD | -26.9% | +19.5% | -46.5% | -30.2% |
| 1Y | -17.0% | +29.7% | -46.8% | -22.1% |
| 3Y | +54.6% | +162.7% | -108.1% | +21.2% |
| 5Y | -16.7% | +192.8% | -209.5% | -37.2% |
| 10Y | +320.1% | +348.1% | -28.0% | +171.6% |
| All | +305.5% | +1,231.9% | -926.5% | +114.4% |
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 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