-47.5%
COIN vs UTHR
+152.7%
-200.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -10.6% | +2.8% | -13.4% | -11.0% |
| 30D | +16.0% | -2.3% | +18.2% | +16.3% |
| 3M | +11.9% | -7.4% | +19.3% | +13.2% |
| 6M | -12.3% | -6.0% | -6.4% | -11.6% |
| YTD | -23.8% | +3.4% | -27.2% | -24.4% |
| 1Y | -45.4% | +27.1% | -72.4% | -47.4% |
| 3Y | +109.9% | +123.8% | -13.9% | +78.5% |
| 5Y | -30.6% | +139.6% | -170.3% | -45.5% |
| All | -47.5% | +152.7% | -200.2% | -58.9% |
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