+1,499.5%
COP vs UTHR
+8,529.0%
-7,029.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -5.0% | -1.8% |
| 7D | -8.4% | -2.3% | -6.1% | -8.2% |
| 30D | +0.3% | +6.1% | -5.8% | -0.5% |
| 3M | +15.1% | +8.1% | +7.0% | +13.7% |
| 6M | +19.8% | +3.1% | +16.7% | +18.9% |
| YTD | +46.8% | +19.5% | +27.3% | +42.5% |
| 1Y | +59.7% | +29.7% | +30.0% | +53.4% |
| 3Y | +28.7% | +162.7% | -134.0% | +11.3% |
| 5Y | +110.7% | +192.8% | -82.1% | +78.3% |
| 10Y | +298.3% | +348.1% | -49.8% | +213.5% |
| All | +1,499.5% | +8,529.0% | -7,029.6% | +867.8% |
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 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