+53.5%
CME vs UTHR
+123.2%
-69.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.9% |
| 30D | +5.5% | -7.6% | +13.1% | +5.5% |
| 3M | +11.0% | -8.6% | +19.5% | +11.0% |
| 6M | -9.7% | +4.1% | -13.8% | -9.6% |
| YTD | +4.9% | +2.2% | +2.7% | +5.0% |
| 1Y | +10.1% | +26.2% | -16.1% | +9.8% |
| 3Y | +53.5% | +121.2% | -67.7% | +49.2% |
| All | +53.5% | +123.2% | -69.6% | +49.2% |
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