+8,638.3%
COR vs UTHR
+8,620.1%
+18.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +2.4% | -2.1% | +4.5% | +2.7% |
| 30D | +7.7% | +7.2% | +0.5% | +6.8% |
| 3M | +7.5% | +11.1% | -3.6% | +5.9% |
| 6M | +34.1% | +4.2% | +29.9% | +33.1% |
| YTD | +3.9% | +20.8% | -16.9% | +0.7% |
| 1Y | -3.6% | +29.7% | -33.3% | -7.4% |
| 3Y | +80.5% | +164.1% | -83.6% | +56.0% |
| 5Y | +194.9% | +190.7% | +4.2% | +149.9% |
| 10Y | +486.6% | +355.4% | +131.2% | +360.1% |
| All | +8,638.3% | +8,620.1% | +18.2% | +4,601.7% |
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