+5,656.1%
CP vs UTHR
+7,123.9%
-1,467.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -2.7% | -5.4% | +2.7% | -2.1% |
| 30D | +0.2% | -6.0% | +6.2% | +0.8% |
| 3M | +2.6% | -11.0% | +13.5% | +3.7% |
| 6M | +6.0% | -0.5% | +6.5% | +5.7% |
| YTD | +24.9% | +0.1% | +24.9% | +24.4% |
| 1Y | +20.1% | +28.2% | -8.1% | +16.3% |
| 3Y | +16.4% | +113.8% | -97.4% | +4.9% |
| 5Y | +31.7% | +131.3% | -99.6% | +16.8% |
| 10Y | +223.9% | +296.7% | -72.9% | +164.3% |
| All | +5,656.1% | +7,123.9% | -1,467.7% | +3,256.2% |
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 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