+148.6%
CVE vs UTHR
+364.7%
-216.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +5.9% | +5.2% | +0.8% | +4.5% |
| 30D | -10.9% | +9.5% | -20.3% | -13.1% |
| 3M | -4.5% | +17.9% | -22.4% | -9.2% |
| 6M | -1.0% | +2.0% | -3.0% | -2.3% |
| YTD | +74.7% | +21.3% | +53.4% | +62.2% |
| 1Y | +65.8% | +27.9% | +37.9% | +51.5% |
| 3Y | +73.2% | +162.3% | -89.2% | +17.6% |
| 5Y | +155.6% | +190.7% | -35.1% | +60.2% |
| All | +148.6% | +364.7% | -216.1% | +16.3% |
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