-27.8%
COIN vs UTHR
+135.8%
-163.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.9% |
| 7D | -5.1% | +1.9% | -7.0% | -5.4% |
| 30D | +17.6% | -2.9% | +20.4% | +18.1% |
| 3M | +9.2% | -8.9% | +18.1% | +10.9% |
| 6M | -11.8% | -8.7% | -3.0% | -10.6% |
| YTD | -22.5% | +2.0% | -24.5% | -23.0% |
| 1Y | -45.9% | +22.8% | -68.7% | -47.7% |
| 3Y | +117.4% | +120.6% | -3.2% | +84.4% |
| All | -27.8% | +135.8% | -163.6% | -43.2% |
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 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