+427.3%
CSX vs UTHR
+382.4%
+44.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -5.5% | -6.1% | +0.6% | -4.5% |
| 30D | +4.9% | +3.1% | +1.8% | +4.4% |
| 3M | -2.9% | +5.5% | -8.3% | -4.0% |
| 6M | +8.3% | -5.8% | +14.2% | +9.1% |
| YTD | +36.7% | +15.3% | +21.4% | +32.1% |
| 1Y | +41.5% | +23.8% | +17.7% | +34.8% |
| 3Y | +68.6% | +146.3% | -77.7% | +35.0% |
| 5Y | +48.4% | +177.8% | -129.4% | +13.0% |
| All | +427.3% | +382.4% | +44.9% | +221.7% |
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