-1.4%
CLX vs UTHR
+310.6%
-312.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.3% |
| 7D | -4.9% | +3.0% | -7.9% | -5.1% |
| 30D | -15.8% | -4.3% | -11.5% | -15.6% |
| 3M | -7.9% | -8.4% | +0.4% | -7.5% |
| 6M | -19.0% | -4.2% | -14.8% | -18.9% |
| YTD | -7.9% | +4.0% | -12.0% | -8.3% |
| 1Y | -25.4% | +25.5% | -50.9% | -26.6% |
| 3Y | -35.0% | +125.1% | -160.1% | -39.0% |
| 5Y | -36.8% | +140.3% | -177.1% | -41.3% |
| 10Y | -1.4% | +322.5% | -323.9% | -15.2% |
| All | -1.4% | +310.6% | -312.0% | -15.2% |
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 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