+150.2%
CMI vs UTHR
+124.0%
+26.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.8% | +2.8% | -1.9% | +0.5% |
| 30D | -12.8% | -2.3% | -10.5% | -12.6% |
| 3M | -12.4% | -7.4% | -5.0% | -11.8% |
| 6M | -0.9% | -6.0% | +5.1% | -0.3% |
| YTD | +8.9% | +3.4% | +5.5% | +8.2% |
| 1Y | +37.7% | +27.1% | +10.6% | +33.7% |
| All | +150.2% | +124.0% | +26.3% | +127.9% |
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 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