-41.8%
CLF vs UTHR
+190.6%
-232.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | +10.4% | +5.2% | +5.2% | +9.6% |
| 30D | +0.6% | +9.5% | -8.9% | -0.5% |
| 3M | +4.1% | +17.9% | -13.8% | +1.9% |
| 6M | +15.1% | +2.0% | +13.1% | +14.8% |
| YTD | -4.7% | +21.3% | -26.1% | -7.4% |
| 1Y | +20.4% | +27.9% | -7.5% | +16.2% |
| 3Y | -23.4% | +162.3% | -185.7% | -33.3% |
| All | -41.8% | +190.6% | -232.3% | -50.8% |
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