+280.6%
CME vs UTHR
+310.6%
-30.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -0.6% | +3.0% | -3.6% | -1.0% |
| 30D | +4.7% | -4.3% | +9.0% | +5.2% |
| 3M | +7.8% | -8.4% | +16.2% | +8.8% |
| 6M | -11.0% | -4.2% | -6.8% | -10.8% |
| YTD | +4.0% | +4.0% | 0.0% | +2.9% |
| 1Y | +9.1% | +25.5% | -16.4% | +5.2% |
| 3Y | +52.3% | +125.1% | -72.8% | +31.3% |
| 5Y | +76.1% | +140.3% | -64.2% | +47.5% |
| 10Y | +280.6% | +322.5% | -41.9% | +162.9% |
| All | +280.6% | +310.6% | -30.0% | +162.9% |
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