+300.1%
UTHR vs COO
+43.7%
+256.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +2.8% |
| 7D | -2.9% | -2.3% | -0.6% | -2.4% |
| 30D | -7.6% | -8.8% | +1.2% | -5.6% |
| 3M | -8.6% | +1.3% | -9.9% | -9.2% |
| 6M | +4.1% | -11.6% | +15.7% | +6.8% |
| YTD | +2.2% | -17.4% | +19.6% | +6.5% |
| 1Y | +26.2% | -1.6% | +27.8% | +25.3% |
| 3Y | +121.2% | -22.6% | +143.8% | +127.4% |
| 5Y | +136.5% | -40.3% | +176.9% | +163.6% |
| 10Y | +300.1% | +45.2% | +254.9% | +203.5% |
| All | +300.1% | +43.7% | +256.4% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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