-7.9%
CRL vs UTHR
+190.4%
-198.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.9% |
| 7D | +4.4% | -2.3% | +6.7% | +4.9% |
| 30D | +17.1% | +6.1% | +11.0% | +15.7% |
| 3M | +32.1% | +8.1% | +24.0% | +29.5% |
| 6M | +98.9% | +3.1% | +95.8% | +96.8% |
| YTD | +77.1% | +19.5% | +57.6% | +67.9% |
| 1Y | +110.3% | +29.7% | +80.5% | +95.3% |
| 3Y | +108.5% | +162.7% | -54.2% | +52.4% |
| 5Y | -7.9% | +192.8% | -200.6% | -35.9% |
| All | -7.9% | +190.4% | -198.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling