-10.0%
CLX vs UTHR
+165.4%
-175.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.9% |
| 7D | +13.6% | -2.1% | +15.8% | +13.8% |
| 30D | +29.1% | +7.2% | +21.9% | +28.5% |
| 3M | +1.6% | +11.1% | -9.5% | +0.8% |
| 6M | +18.7% | +4.2% | +14.5% | +18.3% |
| YTD | +11.1% | +20.8% | -9.7% | +9.6% |
| 1Y | +7.0% | +29.7% | -22.7% | +5.1% |
| 3Y | -10.0% | +164.1% | -174.1% | -14.1% |
| All | -10.0% | +165.4% | -175.4% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling