+3,542.1%
CLS vs UTHR
+139.1%
+3,403.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +5.3% |
| 7D | +12.8% | -2.9% | +15.6% | +13.3% |
| 30D | +3.8% | -7.6% | +11.4% | +5.0% |
| 3M | -14.6% | -8.6% | -6.0% | -13.6% |
| 6M | +32.2% | +4.1% | +28.1% | +30.6% |
| YTD | +11.6% | +2.2% | +9.4% | +10.5% |
| 1Y | +35.1% | +26.2% | +8.9% | +28.9% |
| 3Y | +1,312.5% | +121.2% | +1,191.4% | +1,092.3% |
| 5Y | +3,542.1% | +136.5% | +3,405.5% | +3,011.3% |
| All | +3,542.1% | +139.1% | +3,403.0% | +3,011.3% |
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 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