-37.0%
CRL vs UTHR
+139.1%
-176.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.1% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | +5.0% | -7.6% | +12.5% | +6.6% |
| 3M | +50.6% | -8.6% | +59.2% | +53.2% |
| 6M | +60.9% | +4.1% | +56.8% | +58.3% |
| YTD | +40.7% | +2.2% | +38.5% | +38.5% |
| 1Y | +73.3% | +26.2% | +47.1% | +61.7% |
| 3Y | +40.6% | +121.2% | -80.6% | +9.3% |
| 5Y | -37.0% | +136.5% | -173.5% | -51.9% |
| All | -37.0% | +139.1% | -176.0% | -51.9% |
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