+180.5%
COR vs UTHR
+139.1%
+41.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | +1.5% | -7.6% | +9.1% | +2.2% |
| 3M | +18.7% | -8.6% | +27.3% | +19.5% |
| 6M | -9.0% | +4.1% | -13.2% | -9.9% |
| YTD | -3.3% | +2.2% | -5.5% | -4.2% |
| 1Y | +9.8% | +26.2% | -16.4% | +6.2% |
| 3Y | +87.4% | +121.2% | -33.8% | +62.4% |
| 5Y | +180.5% | +136.5% | +44.0% | +128.5% |
| All | +180.5% | +139.1% | +41.5% | +128.5% |
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