+41.3%
CL vs UTHR
+195.4%
-154.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.8% | +4.9% | -5.7% | -1.2% |
| 30D | +9.5% | +9.2% | +0.3% | +8.7% |
| 3M | +6.6% | +15.9% | -9.3% | +5.3% |
| 6M | +13.2% | +2.0% | +11.3% | +13.0% |
| YTD | +26.9% | +21.8% | +5.1% | +24.5% |
| 1Y | +27.6% | +28.6% | -0.9% | +24.6% |
| 3Y | +39.1% | +166.2% | -127.1% | +22.1% |
| 5Y | +41.3% | +191.8% | -150.5% | +18.7% |
| All | +41.3% | +195.4% | -154.1% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling