+172.2%
CVX vs UTHR
+140.7%
+31.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | +1.0% | +3.0% | -2.0% | +0.7% |
| 30D | +10.7% | -4.3% | +15.0% | +11.0% |
| 3M | +15.5% | -8.4% | +23.9% | +16.2% |
| 6M | +14.9% | -4.2% | +19.1% | +15.0% |
| YTD | +44.2% | +4.0% | +40.2% | +43.1% |
| 1Y | +43.5% | +25.5% | +18.0% | +39.6% |
| 3Y | +45.0% | +125.1% | -80.2% | +29.1% |
| 5Y | +172.2% | +140.3% | +31.8% | +136.5% |
| All | +172.2% | +140.7% | +31.4% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling