+76.3%
CL vs UTHR
+363.8%
-287.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.1% |
| 7D | +0.5% | -2.3% | +2.8% | +0.7% |
| 30D | +11.6% | +6.1% | +5.5% | +10.9% |
| 3M | +5.6% | +8.1% | -2.5% | +4.6% |
| 6M | +13.2% | +3.1% | +10.0% | +12.6% |
| YTD | +26.9% | +19.5% | +7.4% | +24.0% |
| 1Y | +27.3% | +29.7% | -2.4% | +23.4% |
| 3Y | +39.7% | +162.7% | -123.0% | +22.4% |
| 5Y | +41.3% | +192.8% | -151.5% | +20.8% |
| 10Y | +76.3% | +348.1% | -271.8% | +34.6% |
| All | +76.3% | +363.8% | -287.5% | +34.6% |
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