+350.3%
CRL vs UTHR
+364.7%
-14.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +0.1% | +5.2% | -5.1% | -1.3% |
| 30D | +11.9% | +9.5% | +2.4% | +9.1% |
| 3M | +20.2% | +17.9% | +2.2% | +13.9% |
| 6M | +107.5% | +2.0% | +105.5% | +104.8% |
| YTD | +69.4% | +21.3% | +48.1% | +57.1% |
| 1Y | +99.7% | +27.9% | +71.9% | +82.2% |
| 3Y | +98.8% | +162.3% | -63.6% | +37.1% |
| 5Y | -12.4% | +190.7% | -203.2% | -43.1% |
| All | +350.3% | +364.7% | -14.4% | +121.1% |
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