+11.0%
CLF vs UTHR
+25.1%
-14.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | -19.6% | -6.1% | -13.4% | -18.6% |
| 30D | -5.0% | +3.1% | -8.1% | -4.9% |
| 3M | -6.3% | +5.5% | -11.8% | -6.0% |
| 6M | +2.8% | -5.8% | +8.6% | +5.4% |
| YTD | -13.7% | +15.3% | -29.1% | -14.6% |
| All | +11.0% | +25.1% | -14.1% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling