+420.1%
CORZ vs UTHR
+123.9%
+296.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +8.4% | -5.4% | +13.8% | +8.6% |
| 30D | -17.8% | -6.0% | -11.8% | -17.6% |
| 3M | -35.9% | -11.0% | -24.9% | -35.6% |
| 6M | +12.9% | -0.5% | +13.5% | +13.1% |
| YTD | +22.9% | +0.1% | +22.8% | +23.0% |
| 1Y | +31.4% | +28.2% | +3.2% | +29.4% |
| All | +420.1% | +123.9% | +296.2% | +516.3% |
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