+358.8%
CRL vs UTHR
+349.3%
+9.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -1.7% | -2.1% | +0.4% | -1.2% |
| 30D | +14.6% | +7.2% | +7.4% | +12.4% |
| 3M | +24.8% | +11.1% | +13.7% | +20.4% |
| 6M | +94.7% | +4.2% | +90.5% | +90.9% |
| YTD | +73.4% | +20.8% | +52.5% | +61.0% |
| 1Y | +104.7% | +29.7% | +75.0% | +86.0% |
| 3Y | +101.1% | +164.1% | -63.1% | +38.4% |
| 5Y | -10.8% | +190.7% | -201.5% | -42.0% |
| 10Y | +358.8% | +355.4% | +3.4% | +124.5% |
| All | +358.8% | +349.3% | +9.5% | +124.5% |
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