+146.3%
UTHR vs CASY
+154.1%
-7.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -6.1% | +1.1% | -7.2% | -6.2% |
| 30D | +3.1% | +8.7% | -5.6% | +2.8% |
| 3M | +5.5% | -17.3% | +22.8% | +5.9% |
| 6M | -5.8% | -19.7% | +13.9% | -5.2% |
| YTD | +15.3% | +24.8% | -9.5% | +11.7% |
| 1Y | +23.8% | +31.9% | -8.1% | +19.2% |
| 3Y | +146.3% | +155.4% | -9.1% | +108.8% |
| All | +146.3% | +154.1% | -7.8% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling