+4,405.6%
CNC vs UTHR
+10,904.9%
-6,499.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.2% |
| 7D | -1.0% | -2.9% | +1.9% | -0.4% |
| 30D | -1.8% | -7.6% | +5.8% | -0.1% |
| 3M | -0.7% | -8.6% | +7.9% | +1.2% |
| 6M | +47.9% | +4.1% | +43.8% | +45.3% |
| YTD | +56.9% | +2.2% | +54.7% | +54.1% |
| 1Y | +123.9% | +26.2% | +97.7% | +109.3% |
| 3Y | -1.3% | +121.2% | -122.5% | -22.3% |
| 5Y | +2.8% | +136.5% | -133.8% | -21.6% |
| 10Y | +90.9% | +300.1% | -209.2% | +20.7% |
| All | +4,405.6% | +10,904.9% | -6,499.3% | +980.3% |
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