+3,015.3%
CVNA vs UTHR
+310.1%
+2,705.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -7.3% | +1.9% | -9.2% | -8.0% |
| 30D | -4.6% | -2.9% | -1.7% | -3.7% |
| 3M | +2.0% | -8.9% | +10.8% | +5.2% |
| 6M | +11.7% | -8.7% | +20.5% | +14.4% |
| YTD | -18.1% | +2.0% | -20.1% | -20.6% |
| 1Y | -2.4% | +22.8% | -25.2% | -13.4% |
| 3Y | +580.6% | +120.6% | +460.0% | +327.7% |
| 5Y | +4.9% | +136.4% | -131.5% | -39.6% |
| All | +3,015.3% | +310.1% | +2,705.2% | +1,059.6% |
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