+4,100.0%
CMG vs UTHR
+1,457.4%
+2,642.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | -1.5% | -2.9% | +1.4% | -1.0% |
| 30D | +12.7% | -7.6% | +20.3% | +14.2% |
| 3M | +26.3% | -8.6% | +34.8% | +28.1% |
| 6M | +4.5% | +4.1% | +0.4% | +3.2% |
| YTD | -0.1% | +2.2% | -2.3% | -1.2% |
| 1Y | -6.8% | +26.2% | -33.0% | -11.4% |
| 3Y | -5.0% | +121.2% | -126.2% | -20.8% |
| 5Y | -3.0% | +136.5% | -139.6% | -21.6% |
| 10Y | +323.6% | +300.1% | +23.4% | +192.5% |
| All | +4,100.0% | +1,457.4% | +2,642.6% | +1,858.4% |
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