+80.4%
CLF vs UTHR
+366.4%
-285.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +16.0% | +4.9% | +11.1% | +14.4% |
| 30D | +1.6% | +9.2% | -7.6% | -0.8% |
| 3M | +6.7% | +15.9% | -9.3% | +1.8% |
| 6M | +21.1% | +2.0% | +19.1% | +19.8% |
| YTD | -1.6% | +21.8% | -23.3% | -8.5% |
| 1Y | +18.5% | +28.6% | -10.1% | +8.3% |
| 3Y | -21.0% | +166.2% | -187.3% | -46.6% |
| 5Y | -41.4% | +191.8% | -233.2% | -63.6% |
| All | +80.4% | +366.4% | -285.9% | -21.0% |
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