-64.8%
CSGP vs UTHR
+133.0%
-197.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -4.1% | -5.4% | +1.3% | -3.8% |
| 30D | +2.3% | -6.0% | +8.4% | +2.6% |
| 3M | -8.2% | -11.0% | +2.8% | -7.6% |
| 6M | -35.1% | -0.5% | -34.5% | -35.1% |
| YTD | -54.0% | +0.1% | -54.1% | -54.1% |
| 1Y | -65.3% | +28.2% | -93.5% | -66.2% |
| 3Y | -62.6% | +113.8% | -176.4% | -66.3% |
| All | -64.8% | +133.0% | -197.8% | -67.5% |
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