+318.0%
CORZ vs UTHR
+172.4%
+145.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +26.4% | +4.9% | +21.5% | +26.0% |
| 30D | -6.8% | +9.2% | -16.0% | -7.1% |
| 3M | -31.1% | +15.9% | -47.0% | -31.4% |
| 6M | -36.9% | +2.0% | -38.9% | -36.8% |
| YTD | -1.2% | +21.8% | -23.0% | -1.8% |
| 1Y | -12.5% | +28.6% | -41.1% | -13.2% |
| All | +318.0% | +172.4% | +145.6% | +392.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling