+348.1%
UTHR vs CASY
+551.3%
-203.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +3.0% | +3.5% |
| 7D | -2.3% | +3.6% | -5.9% | -2.9% |
| 30D | +6.1% | +7.2% | -1.1% | +4.8% |
| 3M | +8.1% | -16.9% | +25.0% | +11.1% |
| 6M | +3.1% | -19.3% | +22.4% | +5.9% |
| YTD | +19.5% | +25.6% | -6.1% | +11.8% |
| 1Y | +29.7% | +30.2% | -0.4% | +20.3% |
| 3Y | +162.7% | +154.9% | +7.8% | +104.7% |
| 5Y | +192.8% | +252.1% | -59.3% | +107.2% |
| 10Y | +348.1% | +535.8% | -187.7% | +160.8% |
| All | +348.1% | +551.3% | -203.2% | +160.8% |
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