+115.2%
CMS vs UTHR
+299.3%
-184.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.4% | -5.4% | +5.8% | +0.8% |
| 30D | -3.6% | -6.0% | +2.4% | -3.2% |
| 3M | -1.9% | -11.0% | +9.1% | -1.1% |
| 6M | -11.0% | -0.5% | -10.4% | -11.1% |
| YTD | +0.2% | +0.1% | +0.1% | -0.1% |
| 1Y | -1.3% | +28.2% | -29.5% | -3.7% |
| 3Y | +35.9% | +113.8% | -77.9% | +24.6% |
| 5Y | +23.1% | +131.3% | -108.2% | +11.3% |
| All | +115.2% | +299.3% | -184.1% | +76.6% |
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