+325.0%
COP vs UTHR
+362.9%
-38.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | +0.2% | +8.3% | -8.1% | -1.7% |
| 3M | +10.2% | +15.5% | -5.3% | +6.2% |
| 6M | +20.1% | +4.5% | +15.6% | +18.2% |
| YTD | +50.5% | +22.2% | +28.3% | +41.3% |
| 1Y | +56.8% | +29.7% | +27.1% | +45.0% |
| 3Y | +30.3% | +167.3% | -137.0% | -5.6% |
| 5Y | +126.8% | +196.5% | -69.7% | +54.5% |
| 10Y | +325.0% | +369.0% | -44.1% | +118.2% |
| All | +325.0% | +362.9% | -38.0% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling