+565.8%
COPX vs UTHR
+319.3%
+246.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.9% |
| 7D | -2.9% | +2.8% | -5.7% | -3.5% |
| 30D | 0.0% | -2.3% | +2.3% | +0.5% |
| 3M | +14.8% | -7.4% | +22.2% | +16.5% |
| 6M | +7.0% | -6.0% | +13.0% | +8.1% |
| YTD | +23.8% | +3.4% | +20.4% | +22.0% |
| 1Y | +75.7% | +27.1% | +48.6% | +64.9% |
| 3Y | +156.4% | +123.8% | +32.6% | +100.7% |
| 5Y | +167.6% | +139.6% | +27.9% | +99.7% |
| All | +565.8% | +319.3% | +246.5% | +281.2% |
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