+5,545.3%
CRS vs UTHR
+7,123.9%
-1,578.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.2% | -5.4% | +5.2% | +0.8% |
| 30D | -16.6% | -6.0% | -10.6% | -15.7% |
| 3M | -3.5% | -11.0% | +7.5% | -1.5% |
| 6M | +15.4% | -0.5% | +16.0% | +15.1% |
| YTD | +51.2% | +0.1% | +51.1% | +50.3% |
| 1Y | +98.3% | +28.2% | +70.1% | +88.3% |
| 3Y | +651.5% | +113.8% | +537.7% | +538.4% |
| 5Y | +1,411.1% | +131.3% | +1,279.8% | +1,150.0% |
| 10Y | +1,424.3% | +296.7% | +1,127.6% | +1,019.3% |
| All | +5,545.3% | +7,123.9% | -1,578.6% | +2,857.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling