+7,901.8%
UTHR vs CASY
+6,951.3%
+950.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | -11.0% | -0.6% | -10.3% | -11.7% |
| 6M | -0.5% | +10.7% | -11.2% | -3.9% |
| YTD | +0.1% | +37.1% | -37.0% | -7.8% |
| 1Y | +28.2% | +52.3% | -24.1% | +15.2% |
| 3Y | +113.8% | +215.2% | -101.4% | +60.4% |
| 5Y | +131.3% | +276.5% | -145.2% | +65.0% |
| 10Y | +296.7% | +508.4% | -211.6% | +146.0% |
| All | +7,901.8% | +6,951.3% | +950.5% | +2,327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling