+300.1%
UTHR vs CASY
+549.1%
-248.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.7% |
| 7D | -2.9% | -4.4% | +1.5% | -2.1% |
| 30D | -7.6% | -12.0% | +4.5% | -5.6% |
| 3M | -8.6% | -2.3% | -6.2% | -9.1% |
| 6M | +4.1% | +10.5% | -6.4% | +0.7% |
| YTD | +2.2% | +33.0% | -30.8% | -5.1% |
| 1Y | +26.2% | +41.1% | -15.0% | +15.4% |
| 3Y | +121.2% | +207.5% | -86.3% | +64.6% |
| 5Y | +136.5% | +290.7% | -154.2% | +63.4% |
| 10Y | +300.1% | +556.5% | -256.4% | +128.3% |
| All | +300.1% | +549.1% | -248.9% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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