+271.4%
CMS vs UTHR
+8,226.2%
-7,954.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.1% |
| 7D | -1.3% | -6.1% | +4.8% | -0.9% |
| 30D | +6.3% | +3.1% | +3.2% | +6.0% |
| 3M | -2.1% | +5.5% | -7.5% | -2.6% |
| 6M | -5.1% | -5.8% | +0.7% | -4.8% |
| YTD | +1.3% | +15.3% | -14.1% | -0.2% |
| 1Y | -1.4% | +23.8% | -25.2% | -3.3% |
| 3Y | +36.9% | +146.3% | -109.4% | +25.9% |
| 5Y | +32.5% | +177.8% | -145.3% | +20.2% |
| 10Y | +126.8% | +392.4% | -265.6% | +92.7% |
| All | +271.4% | +8,226.2% | -7,954.8% | +126.1% |
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