-35.7%
CLX vs UTHR
+139.1%
-174.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | -3.5% | -2.9% | -0.7% | -3.4% |
| 30D | -11.9% | -7.6% | -4.3% | -11.4% |
| 3M | -2.6% | -8.6% | +6.0% | -2.1% |
| 6M | -18.2% | +4.1% | -22.3% | -18.4% |
| YTD | -5.9% | +2.2% | -8.1% | -6.2% |
| 1Y | -23.8% | +26.2% | -50.0% | -25.2% |
| 3Y | -33.6% | +121.2% | -154.8% | -37.6% |
| 5Y | -35.7% | +136.5% | -172.2% | -42.7% |
| All | -35.7% | +139.1% | -174.7% | -42.7% |
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