+533.9%
CL vs UTHR
+7,123.9%
-6,590.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -2.2% | -5.4% | +3.2% | -1.9% |
| 30D | -4.8% | -6.0% | +1.2% | -4.6% |
| 3M | +4.9% | -11.0% | +15.9% | +5.5% |
| 6M | -5.7% | -0.5% | -5.2% | -5.8% |
| YTD | +14.4% | +0.1% | +14.3% | +14.2% |
| 1Y | +8.7% | +28.2% | -19.4% | +7.1% |
| 3Y | +30.0% | +113.8% | -83.8% | +23.9% |
| 5Y | +28.4% | +131.3% | -103.0% | +21.5% |
| 10Y | +50.1% | +296.7% | -246.6% | +36.7% |
| All | +533.9% | +7,123.9% | -6,590.0% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling