+65.1%
CSGP vs UTHR
+349.3%
-284.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -3.2% | -2.1% | -1.0% | -2.9% |
| 30D | +2.2% | +7.2% | -5.0% | +1.3% |
| 3M | -3.7% | +11.1% | -14.8% | -5.2% |
| 6M | -7.4% | +4.2% | -11.6% | -8.2% |
| YTD | -54.9% | +20.8% | -75.7% | -56.5% |
| 1Y | -54.9% | +29.7% | -84.6% | -57.0% |
| 3Y | -61.9% | +164.1% | -226.1% | -69.1% |
| 5Y | -63.1% | +190.7% | -253.8% | -71.1% |
| 10Y | +65.1% | +355.4% | -290.3% | +5.3% |
| All | +65.1% | +349.3% | -284.2% | +5.3% |
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