+40.0%
CVS vs UTHR
+313.7%
-273.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -2.2% | +1.9% | -4.1% | -2.5% |
| 30D | -0.1% | -2.9% | +2.8% | +0.3% |
| 3M | -5.2% | -8.9% | +3.6% | -3.8% |
| 6M | +26.9% | -8.7% | +35.6% | +28.5% |
| YTD | +22.1% | +2.0% | +20.0% | +20.9% |
| 1Y | +30.8% | +22.8% | +8.0% | +25.1% |
| 3Y | +54.4% | +120.6% | -66.2% | +27.7% |
| 5Y | +33.4% | +136.4% | -103.1% | +7.0% |
| All | +40.0% | +313.7% | -273.7% | -9.6% |
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