+305.8%
CME vs UTHR
+362.9%
-57.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +2.5% | -2.1% | +4.6% | +2.7% |
| 30D | +13.9% | +8.3% | +5.6% | +12.9% |
| 3M | +22.4% | +15.5% | +6.8% | +20.2% |
| 6M | +12.9% | +4.5% | +8.4% | +12.1% |
| YTD | +19.6% | +22.2% | -2.6% | +16.1% |
| 1Y | +17.7% | +29.7% | -12.0% | +13.3% |
| 3Y | +65.3% | +167.3% | -102.0% | +39.8% |
| 5Y | +75.1% | +196.5% | -121.4% | +42.9% |
| 10Y | +305.8% | +369.0% | -63.3% | +178.9% |
| All | +305.8% | +362.9% | -57.2% | +178.9% |
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