+73.4%
CL vs UTHR
+382.4%
-309.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +1.3% | -6.1% | +7.5% | +1.9% |
| 30D | +11.4% | +3.1% | +8.2% | +11.0% |
| 3M | +4.4% | +5.5% | -1.0% | +3.7% |
| 6M | +10.8% | -5.8% | +16.6% | +11.2% |
| YTD | +25.1% | +15.3% | +9.8% | +22.7% |
| 1Y | +28.0% | +23.8% | +4.2% | +24.6% |
| 3Y | +37.6% | +146.3% | -108.7% | +21.6% |
| 5Y | +39.7% | +177.8% | -138.1% | +20.4% |
| All | +73.4% | +382.4% | -309.0% | +34.1% |
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