+1,401.6%
CRS vs UTHR
+138.8%
+1,262.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -4.1% | +2.8% | -6.9% | -4.7% |
| 30D | -16.6% | -2.3% | -14.3% | -16.2% |
| 3M | -14.3% | -7.4% | -6.9% | -12.9% |
| 6M | +11.6% | -6.0% | +17.6% | +12.7% |
| YTD | +42.6% | +3.4% | +39.2% | +40.4% |
| 1Y | +81.8% | +27.1% | +54.7% | +70.6% |
| 3Y | +632.1% | +123.8% | +508.3% | +481.0% |
| 5Y | +1,401.6% | +139.6% | +1,262.0% | +1,012.0% |
| All | +1,401.6% | +138.8% | +1,262.9% | +1,012.0% |
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 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