+134.5%
CVE vs UTHR
+382.4%
-247.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -16.1% | -6.1% | -10.0% | -14.8% |
| 30D | -10.4% | +3.1% | -13.5% | -11.3% |
| 3M | -2.4% | +5.5% | -7.8% | -4.4% |
| 6M | -4.4% | -5.8% | +1.4% | -3.6% |
| YTD | +64.9% | +15.3% | +49.6% | +55.2% |
| 1Y | +66.0% | +23.8% | +42.2% | +52.9% |
| 3Y | +57.7% | +146.3% | -88.7% | +9.1% |
| 5Y | +144.7% | +177.8% | -33.1% | +55.3% |
| All | +134.5% | +382.4% | -247.9% | +8.7% |
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