+142.2%
CI vs UTHR
+366.4%
-224.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.7% | +4.9% | -6.6% | -2.6% |
| 30D | +4.9% | +9.2% | -4.3% | +3.1% |
| 3M | +7.4% | +15.9% | -8.6% | +4.1% |
| 6M | +0.4% | +2.0% | -1.6% | -0.4% |
| YTD | +9.5% | +21.8% | -12.3% | +4.3% |
| 1Y | +12.0% | +28.6% | -16.6% | +5.5% |
| 3Y | +7.1% | +166.2% | -159.2% | -18.0% |
| 5Y | +49.3% | +191.8% | -142.5% | +9.5% |
| All | +142.2% | +366.4% | -224.2% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling