+68.3%
CLF vs UTHR
+347.5%
-279.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.9% |
| 7D | -19.6% | -6.1% | -13.4% | -17.9% |
| 30D | -5.0% | +3.1% | -8.1% | -5.7% |
| 3M | -6.3% | +5.5% | -11.8% | -8.1% |
| 6M | +2.8% | -5.8% | +8.6% | +4.0% |
| YTD | -13.7% | +15.3% | -29.1% | -18.5% |
| 1Y | +13.6% | +23.8% | -10.2% | +4.9% |
| 3Y | -34.0% | +146.3% | -180.3% | -54.3% |
| 5Y | -48.7% | +177.8% | -226.6% | -67.8% |
| All | +68.3% | +347.5% | -279.2% | -25.9% |
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