+214.5%
CVX vs UTHR
+364.7%
-150.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +3.4% | +5.2% | -1.8% | +2.5% |
| 30D | -1.0% | +9.5% | -10.4% | -2.6% |
| 3M | +12.2% | +17.9% | -5.7% | +8.7% |
| 6M | +20.3% | +2.0% | +18.3% | +19.4% |
| YTD | +48.3% | +21.3% | +27.0% | +41.5% |
| 1Y | +46.9% | +27.9% | +19.0% | +38.7% |
| 3Y | +73.1% | +162.3% | -89.2% | +35.4% |
| 5Y | +135.2% | +190.7% | -55.5% | +75.3% |
| All | +214.5% | +364.7% | -150.2% | +88.5% |
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