+250.7%
CP vs UTHR
+349.3%
-98.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | +2.8% | -2.1% | +4.9% | +3.1% |
| 30D | +11.0% | +7.2% | +3.9% | +9.9% |
| 3M | +3.8% | +11.1% | -7.3% | +1.9% |
| 6M | +9.5% | +4.2% | +5.3% | +8.4% |
| YTD | +28.2% | +20.8% | +7.4% | +23.4% |
| 1Y | +33.0% | +29.7% | +3.3% | +26.5% |
| 3Y | +35.5% | +164.1% | -128.6% | +10.1% |
| 5Y | +25.8% | +190.7% | -164.9% | -1.8% |
| 10Y | +250.7% | +355.4% | -104.7% | +130.0% |
| All | +250.7% | +349.3% | -98.6% | +130.0% |
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