+45.4%
COF vs UTHR
+138.8%
-93.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -6.1% | +2.8% | -8.9% | -6.4% |
| 30D | -5.2% | -2.3% | -2.9% | -4.9% |
| 3M | +17.0% | -7.4% | +24.4% | +18.1% |
| 6M | +12.9% | -6.0% | +18.9% | +13.6% |
| YTD | -13.5% | +3.4% | -17.0% | -14.4% |
| 1Y | -5.9% | +27.1% | -32.9% | -9.7% |
| 3Y | +117.1% | +123.8% | -6.7% | +83.0% |
| 5Y | +45.4% | +139.6% | -94.2% | +15.0% |
| All | +45.4% | +138.8% | -93.4% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling