+140.4%
CI vs UTHR
+308.5%
-168.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -4.0% | -2.2% |
| 7D | -2.0% | -2.9% | +0.9% | -1.5% |
| 30D | -1.8% | -7.6% | +5.8% | -0.4% |
| 3M | -4.2% | -8.6% | +4.3% | -2.7% |
| 6M | +2.7% | +4.1% | -1.4% | +1.3% |
| YTD | +1.9% | +2.2% | -0.3% | +0.6% |
| 1Y | -6.3% | +26.2% | -32.4% | -11.6% |
| 3Y | +3.9% | +121.2% | -117.3% | -17.6% |
| 5Y | +41.9% | +136.5% | -94.7% | +8.6% |
| 10Y | +140.4% | +300.1% | -159.7% | +38.8% |
| All | +140.4% | +308.5% | -168.2% | +38.8% |
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