+7,901.8%
UTHR vs COO
+2,320.4%
+5,581.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -5.4% | -2.2% | -3.2% | -4.9% |
| 30D | -6.0% | -7.0% | +1.0% | -4.3% |
| 3M | -11.0% | +12.2% | -23.2% | -14.0% |
| 6M | -0.5% | -15.1% | +14.6% | +3.3% |
| YTD | +0.1% | -15.1% | +15.2% | +3.8% |
| 1Y | +28.2% | +2.3% | +25.8% | +25.9% |
| 3Y | +113.8% | -23.7% | +137.5% | +121.1% |
| 5Y | +131.3% | -38.9% | +170.2% | +150.1% |
| 10Y | +296.7% | +49.9% | +246.8% | +224.9% |
| All | +7,901.8% | +2,320.4% | +5,581.4% | +2,604.8% |
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