+216.7%
CTVA vs UTHR
+478.2%
-261.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -4.5% | +1.9% | -6.5% | -4.9% |
| 30D | +11.3% | -2.9% | +14.2% | +11.9% |
| 3M | +12.3% | -8.9% | +21.2% | +14.4% |
| 6M | +7.2% | -8.7% | +15.9% | +8.8% |
| YTD | +26.0% | +2.0% | +24.0% | +24.1% |
| 1Y | +16.0% | +22.8% | -6.8% | +9.0% |
| 3Y | +73.9% | +120.6% | -46.7% | +31.2% |
| 5Y | +103.8% | +136.4% | -32.6% | +44.6% |
| All | +216.7% | +478.2% | -261.5% | +36.0% |
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