+253.4%
CRL vs UTHR
+310.6%
-57.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.4% |
| 7D | -4.6% | +3.0% | -7.6% | -5.4% |
| 30D | +0.5% | -4.3% | +4.8% | +1.6% |
| 3M | +46.6% | -8.4% | +55.0% | +50.0% |
| 6M | +57.3% | -4.2% | +61.5% | +58.0% |
| YTD | +39.5% | +4.0% | +35.5% | +35.9% |
| 1Y | +76.9% | +25.5% | +51.4% | +61.9% |
| 3Y | +39.4% | +125.1% | -85.8% | +0.8% |
| 5Y | -37.2% | +140.3% | -177.5% | -56.7% |
| 10Y | +253.4% | +322.5% | -69.1% | +76.6% |
| All | +253.4% | +310.6% | -57.2% | +76.6% |
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