+119.0%
UTHR vs CASY
+220.7%
-101.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -6.0% | -11.3% | +5.3% | -5.7% |
| 3M | -11.0% | -0.6% | -10.3% | -11.2% |
| 6M | -0.5% | +10.7% | -11.2% | -1.6% |
| YTD | +0.1% | +37.1% | -37.0% | -2.7% |
| 1Y | +28.2% | +52.3% | -24.1% | +23.5% |
| All | +119.0% | +220.7% | -101.7% | +101.7% |
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