+238.9%
CRM vs UTHR
+313.7%
-74.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.2% |
| 7D | -4.4% | +1.9% | -6.4% | -4.8% |
| 30D | +28.1% | -2.9% | +31.0% | +28.7% |
| 3M | +48.8% | -8.9% | +57.7% | +51.0% |
| 6M | +28.3% | -8.7% | +37.0% | +29.6% |
| YTD | -6.0% | +2.0% | -8.0% | -7.3% |
| 1Y | +1.4% | +22.8% | -21.4% | -3.5% |
| 3Y | +11.8% | +120.6% | -108.8% | -7.8% |
| 5Y | -2.0% | +136.4% | -138.4% | -22.2% |
| All | +238.9% | +313.7% | -74.8% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling