+462.2%
COF vs UTHR
+7,277.3%
-6,815.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | +1.2% | -2.9% | +4.1% | +1.7% |
| 30D | -1.4% | -7.6% | +6.2% | -0.1% |
| 3M | +19.0% | -8.6% | +27.6% | +20.8% |
| 6M | +14.9% | +4.1% | +10.7% | +13.4% |
| YTD | -10.7% | +2.2% | -12.9% | -11.7% |
| 1Y | -1.3% | +26.2% | -27.5% | -6.3% |
| 3Y | +124.3% | +121.2% | +3.1% | +86.6% |
| 5Y | +51.1% | +136.5% | -85.4% | +22.6% |
| 10Y | +252.4% | +300.1% | -47.7% | +151.3% |
| All | +462.2% | +7,277.3% | -6,815.1% | +262.7% |
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