+412.6%
CSX vs UTHR
+363.8%
+48.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +2.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | +6.8% | +6.1% | +0.7% | +5.8% |
| 3M | +0.7% | +8.1% | -7.4% | -0.9% |
| 6M | +13.3% | +3.1% | +10.2% | +12.3% |
| YTD | +40.5% | +19.5% | +21.0% | +35.0% |
| 1Y | +44.7% | +29.7% | +14.9% | +36.9% |
| 3Y | +74.5% | +162.7% | -88.2% | +38.4% |
| 5Y | +52.0% | +192.8% | -140.8% | +15.0% |
| 10Y | +412.6% | +348.1% | +64.5% | +226.8% |
| All | +412.6% | +363.8% | +48.9% | +226.8% |
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