+131.1%
CMS vs UTHR
+347.5%
-216.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -0.5% | -6.1% | +5.6% | -0.1% |
| 30D | +7.2% | +3.1% | +4.1% | +6.9% |
| 3M | -1.3% | +5.5% | -6.7% | -1.8% |
| 6M | -4.3% | -5.8% | +1.5% | -4.0% |
| YTD | +2.1% | +15.3% | -13.3% | +0.6% |
| 1Y | -0.6% | +23.8% | -24.4% | -2.6% |
| 3Y | +38.0% | +146.3% | -108.3% | +25.0% |
| 5Y | +33.6% | +177.8% | -144.2% | +18.9% |
| All | +131.1% | +347.5% | -216.4% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling