+73.1%
CME vs UTHR
+190.6%
-117.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +3.9% | +5.2% | -1.2% | +3.8% |
| 30D | +11.3% | +9.5% | +1.9% | +11.0% |
| 3M | +19.6% | +17.9% | +1.6% | +18.9% |
| 6M | +8.1% | +2.0% | +6.1% | +8.0% |
| YTD | +20.4% | +21.3% | -0.9% | +19.4% |
| 1Y | +16.5% | +27.9% | -11.4% | +15.3% |
| 3Y | +66.4% | +162.3% | -95.9% | +54.0% |
| All | +73.1% | +190.6% | -117.5% | +54.6% |
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