+329.9%
COP vs UTHR
+366.4%
-36.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +3.4% | +4.9% | -1.5% | +2.3% |
| 30D | -0.6% | +9.2% | -9.8% | -2.6% |
| 3M | +10.8% | +15.9% | -5.2% | +6.6% |
| 6M | +19.6% | +2.0% | +17.6% | +18.4% |
| YTD | +52.9% | +21.8% | +31.2% | +43.7% |
| 1Y | +62.2% | +28.6% | +33.7% | +50.3% |
| 3Y | +32.4% | +166.2% | -133.9% | -4.1% |
| 5Y | +129.7% | +191.8% | -62.1% | +57.1% |
| All | +329.9% | +366.4% | -36.5% | +121.8% |
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