+28.7%
CLX vs UTHR
+362.9%
-334.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | +7.8% | -2.1% | +9.9% | +7.9% |
| 30D | +28.5% | +8.3% | +20.2% | +27.9% |
| 3M | +1.3% | +15.5% | -14.2% | +0.3% |
| 6M | +23.4% | +4.5% | +18.8% | +22.9% |
| YTD | +11.4% | +22.2% | -10.9% | +9.7% |
| 1Y | +6.9% | +29.7% | -22.8% | +4.9% |
| 3Y | -9.8% | +167.3% | -177.1% | -16.1% |
| 5Y | -22.7% | +196.5% | -219.2% | -29.0% |
| 10Y | +28.7% | +369.0% | -340.3% | +12.5% |
| All | +28.7% | +362.9% | -334.2% | +12.5% |
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