+350.2%
CG vs UTHR
+1,015.0%
-664.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -4.3% | -5.4% | +1.1% | -3.3% |
| 30D | -5.1% | -6.0% | +1.0% | -4.0% |
| 3M | +8.7% | -11.0% | +19.6% | +11.0% |
| 6M | -9.2% | -0.5% | -8.7% | -9.6% |
| YTD | -18.9% | +0.1% | -18.9% | -19.6% |
| 1Y | -25.6% | +28.2% | -53.8% | -30.2% |
| 3Y | +57.3% | +113.8% | -56.5% | +28.5% |
| 5Y | +10.2% | +131.3% | -121.2% | -12.8% |
| 10Y | +364.2% | +296.7% | +67.5% | +207.9% |
| All | +350.2% | +1,015.0% | -664.9% | +146.9% |
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