+223.2%
CP vs UTHR
+308.5%
-85.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +2.4% | -2.9% | +5.3% | +2.9% |
| 30D | -0.5% | -7.6% | +7.0% | +0.6% |
| 3M | +1.4% | -8.6% | +10.0% | +2.7% |
| 6M | +10.3% | +4.1% | +6.2% | +9.1% |
| YTD | +24.3% | +2.2% | +22.1% | +23.0% |
| 1Y | +20.4% | +26.2% | -5.7% | +14.9% |
| 3Y | +21.8% | +121.2% | -99.4% | +1.7% |
| 5Y | +31.5% | +136.5% | -105.0% | +6.2% |
| 10Y | +223.2% | +300.1% | -76.9% | +110.2% |
| All | +223.2% | +308.5% | -85.3% | +110.2% |
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 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