+6,781.2%
CME vs UTHR
+5,576.5%
+1,204.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | -5.4% | +3.8% | -0.6% |
| 30D | +6.2% | -6.0% | +12.3% | +7.4% |
| 3M | +10.4% | -11.0% | +21.4% | +12.6% |
| 6M | -9.5% | -0.5% | -9.0% | -9.9% |
| YTD | +6.0% | +0.1% | +5.9% | +5.0% |
| 1Y | +9.3% | +28.2% | -18.9% | +2.9% |
| 3Y | +57.7% | +113.8% | -56.2% | +29.7% |
| 5Y | +77.7% | +131.3% | -53.6% | +41.1% |
| 10Y | +281.2% | +296.7% | -15.5% | +153.9% |
| All | +6,781.2% | +5,576.5% | +1,204.7% | +2,351.0% |
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