+165.0%
CMI vs UTHR
+135.8%
+29.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.4% |
| 7D | -0.7% | +1.9% | -2.7% | -1.0% |
| 30D | -12.4% | -2.9% | -9.5% | -12.1% |
| 3M | -14.8% | -8.9% | -5.9% | -13.9% |
| 6M | +0.8% | -8.7% | +9.5% | +1.8% |
| YTD | +10.2% | +2.0% | +8.2% | +9.5% |
| 1Y | +37.4% | +22.8% | +14.6% | +33.3% |
| 3Y | +153.3% | +120.6% | +32.7% | +122.2% |
| All | +165.0% | +135.8% | +29.2% | +121.0% |
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 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