+3,265.8%
CVNA vs UTHR
+310.8%
+2,954.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.7% |
| 7D | +3.5% | -2.9% | +6.4% | +4.6% |
| 30D | +5.5% | -7.6% | +13.0% | +8.5% |
| 3M | +7.6% | -8.6% | +16.2% | +10.9% |
| 6M | +17.6% | +4.1% | +13.5% | +13.9% |
| YTD | -11.5% | +2.2% | -13.7% | -14.2% |
| 1Y | +0.4% | +26.2% | -25.8% | -12.0% |
| 3Y | +695.6% | +121.2% | +574.4% | +399.5% |
| 5Y | +13.6% | +136.5% | -123.0% | -34.5% |
| All | +3,265.8% | +310.8% | +2,954.9% | +1,152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling