+65.2%
CSGP vs UTHR
+382.4%
-317.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.6% |
| 7D | +1.3% | -6.1% | +7.4% | +2.1% |
| 30D | +10.7% | +3.1% | +7.6% | +10.2% |
| 3M | +3.3% | +5.5% | -2.2% | +2.3% |
| 6M | -10.3% | -5.8% | -4.5% | -9.8% |
| YTD | -54.6% | +15.3% | -69.9% | -55.9% |
| 1Y | -54.6% | +23.8% | -78.4% | -56.5% |
| 3Y | -60.3% | +146.3% | -206.6% | -67.4% |
| 5Y | -63.3% | +177.8% | -241.1% | -71.0% |
| All | +65.2% | +382.4% | -317.2% | +3.2% |
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