+830.2%
COHR vs UTHR
+121.0%
+709.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | +8.3% | +1.9% | +6.4% | +8.0% |
| 30D | -14.1% | -2.9% | -11.3% | -13.8% |
| 3M | -16.0% | -8.9% | -7.2% | -14.9% |
| 6M | +21.5% | -8.7% | +30.2% | +22.9% |
| YTD | +65.4% | +2.0% | +63.4% | +64.5% |
| 1Y | +195.0% | +22.8% | +172.2% | +187.5% |
| 3Y | +830.2% | +120.6% | +709.5% | +816.4% |
| All | +830.2% | +121.0% | +709.2% | +816.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling