+407.4%
COR vs UTHR
+310.6%
+96.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -3.9% | +3.0% | -6.9% | -4.4% |
| 30D | -0.3% | -4.3% | +4.0% | +0.4% |
| 3M | +15.9% | -8.4% | +24.2% | +17.7% |
| 6M | -10.3% | -4.2% | -6.0% | -10.2% |
| YTD | -3.7% | +4.0% | -7.7% | -5.6% |
| 1Y | +9.1% | +25.5% | -16.4% | +2.5% |
| 3Y | +86.6% | +125.1% | -38.6% | +46.1% |
| 5Y | +180.9% | +140.3% | +40.6% | +111.4% |
| 10Y | +407.4% | +322.5% | +84.9% | +186.3% |
| All | +407.4% | +310.6% | +96.9% | +186.3% |
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 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