+1,457.7%
CRL vs UTHR
+1,318.2%
+139.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +5.0% | -2.1% | +7.1% | +5.4% |
| 30D | +13.5% | +8.3% | +5.2% | +11.9% |
| 3M | +21.5% | +15.5% | +6.0% | +17.9% |
| 6M | +103.4% | +4.5% | +98.9% | +100.7% |
| YTD | +71.8% | +22.2% | +49.5% | +63.8% |
| 1Y | +97.5% | +29.7% | +67.8% | +86.3% |
| 3Y | +99.2% | +167.3% | -68.1% | +61.2% |
| 5Y | -12.1% | +196.5% | -208.6% | -30.8% |
| 10Y | +359.2% | +369.0% | -9.8% | +224.6% |
| All | +1,457.7% | +1,318.2% | +139.4% | +749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling