+313.3%
CLX vs UTHR
+7,123.9%
-6,810.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -9.2% | -5.4% | -3.8% | -9.0% |
| 30D | -11.0% | -6.0% | -5.0% | -10.8% |
| 3M | +5.0% | -11.0% | +16.0% | +5.6% |
| 6M | -18.8% | -0.5% | -18.3% | -18.9% |
| YTD | -4.4% | +0.1% | -4.5% | -4.6% |
| 1Y | -21.9% | +28.2% | -50.0% | -22.9% |
| 3Y | -32.8% | +113.8% | -146.6% | -35.6% |
| 5Y | -34.6% | +131.3% | -165.9% | -37.8% |
| 10Y | -4.7% | +296.7% | -301.4% | -12.8% |
| All | +313.3% | +7,123.9% | -6,810.6% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling