+1,323.2%
CRS vs UTHR
+313.7%
+1,009.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -6.8% | +1.9% | -8.7% | -7.4% |
| 30D | -16.1% | -2.9% | -13.3% | -15.5% |
| 3M | -21.2% | -8.9% | -12.3% | -19.1% |
| 6M | +8.7% | -8.7% | +17.4% | +11.1% |
| YTD | +41.0% | +2.0% | +38.9% | +38.4% |
| 1Y | +82.7% | +22.8% | +59.9% | +68.6% |
| 3Y | +604.8% | +120.6% | +484.2% | +409.4% |
| 5Y | +1,384.7% | +136.4% | +1,248.3% | +910.1% |
| All | +1,323.2% | +313.7% | +1,009.5% | +607.1% |
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