+310.1%
COP vs UTHR
+349.3%
-39.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | -6.1% | -2.1% | -4.0% | -5.7% |
| 30D | +1.1% | +7.2% | -6.1% | -0.6% |
| 3M | +10.9% | +11.1% | -0.2% | +7.8% |
| 6M | +20.8% | +4.2% | +16.6% | +18.9% |
| YTD | +48.0% | +20.8% | +27.2% | +39.3% |
| 1Y | +58.5% | +29.7% | +28.9% | +46.6% |
| 3Y | +28.1% | +164.1% | -136.0% | -7.0% |
| 5Y | +120.5% | +190.7% | -70.2% | +50.9% |
| 10Y | +310.1% | +355.4% | -45.3% | +110.5% |
| All | +310.1% | +349.3% | -39.2% | +110.5% |
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