+190.0%
COP vs UTHR
+134.1%
+55.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +3.0% | -5.4% | +8.4% | +3.6% |
| 30D | +17.5% | -6.0% | +23.5% | +18.2% |
| 3M | +13.4% | -11.0% | +24.3% | +14.6% |
| 6M | +17.7% | -0.5% | +18.3% | +17.3% |
| YTD | +46.6% | +0.1% | +46.5% | +45.6% |
| 1Y | +44.6% | +28.2% | +16.4% | +39.1% |
| 3Y | +20.7% | +113.8% | -93.1% | +4.8% |
| All | +190.0% | +134.1% | +55.9% | +142.3% |
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