+323.5%
CORZ vs UTHR
+173.5%
+150.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.8% | +10.9% |
| 7D | +14.2% | -2.1% | +16.3% | +14.3% |
| 30D | -3.0% | +8.3% | -11.3% | -3.2% |
| 3M | -26.3% | +15.5% | -41.8% | -26.6% |
| 6M | -36.5% | +4.5% | -41.0% | -36.5% |
| YTD | +0.1% | +22.2% | -22.2% | -0.5% |
| 1Y | -15.9% | +29.7% | -45.6% | -16.6% |
| All | +323.5% | +173.5% | +150.0% | +398.6% |
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