+815.9%
CRS vs UTHR
+190.6%
+625.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +4.8% | +5.2% | -0.4% | +3.8% |
| 30D | -23.2% | +9.5% | -32.6% | -24.7% |
| 3M | -45.5% | +17.9% | -63.4% | -47.6% |
| 6M | -33.1% | +2.0% | -35.1% | -33.7% |
| YTD | -7.2% | +21.3% | -28.5% | -12.0% |
| 1Y | -10.0% | +27.9% | -37.9% | -15.7% |
| 3Y | +332.3% | +162.3% | +170.0% | +233.4% |
| All | +815.9% | +190.6% | +625.3% | +559.9% |
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