+108.5%
CRL vs UTHR
+157.2%
-48.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +4.1% |
| 7D | +4.4% | -2.3% | +6.7% | +4.7% |
| 30D | +17.1% | +6.1% | +11.0% | +16.1% |
| 3M | +32.1% | +8.1% | +24.0% | +30.3% |
| 6M | +98.9% | +3.1% | +95.8% | +97.6% |
| YTD | +77.1% | +19.5% | +57.6% | +70.2% |
| 1Y | +110.3% | +29.7% | +80.5% | +98.8% |
| 3Y | +108.5% | +162.7% | -54.2% | +70.6% |
| All | +108.5% | +157.2% | -48.8% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling