+9,122.9%
UTHR vs COO
+2,068.9%
+7,054.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.2% |
| 7D | -6.1% | +4.7% | -10.8% | -7.3% |
| 30D | +3.1% | +13.9% | -10.8% | -0.4% |
| 3M | +5.5% | -14.9% | +20.4% | +9.3% |
| 6M | -5.8% | +2.0% | -7.9% | -7.3% |
| YTD | +15.3% | -23.9% | +39.3% | +22.4% |
| 1Y | +23.8% | -9.6% | +33.4% | +25.3% |
| 3Y | +146.3% | -25.4% | +171.7% | +154.7% |
| 5Y | +177.8% | -41.2% | +219.0% | +200.9% |
| 10Y | +392.4% | +42.1% | +350.3% | +306.5% |
| All | +9,122.9% | +2,068.9% | +7,054.0% | +3,089.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling