+5,556.5%
CNQ vs UTHR
+900.5%
+4,656.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +6.2% | -2.9% | +9.1% | +6.6% |
| 3M | +12.4% | -8.9% | +21.2% | +13.8% |
| 6M | +9.0% | -8.7% | +17.8% | +10.1% |
| YTD | +52.2% | +2.0% | +50.2% | +50.6% |
| 1Y | +65.0% | +22.8% | +42.2% | +58.5% |
| 3Y | +78.8% | +120.6% | -41.8% | +53.4% |
| 5Y | +286.0% | +136.4% | +149.6% | +223.9% |
| 10Y | +420.7% | +314.4% | +106.3% | +293.7% |
| All | +5,556.5% | +900.5% | +4,656.1% | +2,918.2% |
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