+188.3%
UTHR vs CASY
+266.7%
-78.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.4% |
| 7D | +5.2% | +3.6% | +1.6% | +4.9% |
| 30D | +9.5% | +9.1% | +0.4% | +8.6% |
| 3M | +17.9% | -16.5% | +34.5% | +19.5% |
| 6M | +2.0% | -19.7% | +21.7% | +3.7% |
| YTD | +21.3% | +29.3% | -7.9% | +15.5% |
| 1Y | +27.9% | +33.1% | -5.3% | +21.1% |
| 3Y | +162.3% | +158.5% | +3.8% | +117.8% |
| All | +188.3% | +266.7% | -78.3% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling