+8,564.4%
COR vs UTHR
+8,529.0%
+35.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.2% |
| 7D | +2.3% | -2.3% | +4.6% | +2.6% |
| 30D | +6.8% | +6.1% | +0.7% | +6.0% |
| 3M | +8.1% | +8.1% | 0.0% | +6.9% |
| 6M | +33.0% | +3.1% | +29.9% | +32.2% |
| YTD | +3.0% | +19.5% | -16.6% | 0.0% |
| 1Y | -3.4% | +29.7% | -33.2% | -7.2% |
| 3Y | +80.1% | +162.7% | -82.6% | +55.8% |
| 5Y | +194.7% | +192.8% | +1.9% | +149.6% |
| 10Y | +512.3% | +348.1% | +164.2% | +381.1% |
| All | +8,564.4% | +8,529.0% | +35.3% | +4,567.7% |
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