+7.1%
CRM vs UTHR
+23.3%
-16.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -2.0% |
| 7D | +1.3% | -5.4% | +6.7% | +1.2% |
| 30D | +34.3% | -6.0% | +40.4% | +34.3% |
| 3M | +37.7% | -11.0% | +48.7% | +37.4% |
| 6M | +34.9% | -0.5% | +35.5% | +33.7% |
| YTD | -1.6% | +0.1% | -1.7% | -3.4% |
| 1Y | +7.1% | +28.2% | -21.0% | +0.7% |
| All | +7.1% | +23.3% | -16.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling