+1,443.7%
FANG vs UTHR
+794.0%
+649.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +1.2% | +2.8% | -1.6% | +0.5% |
| 30D | +2.4% | -2.3% | +4.6% | +2.9% |
| 3M | +5.1% | -7.4% | +12.5% | +6.8% |
| 6M | +16.4% | -6.0% | +22.4% | +17.3% |
| YTD | +39.0% | +3.4% | +35.6% | +35.8% |
| 1Y | +50.6% | +27.1% | +23.6% | +39.4% |
| 3Y | +46.9% | +123.8% | -76.9% | +11.7% |
| 5Y | +238.2% | +139.6% | +98.6% | +145.4% |
| 10Y | +181.3% | +320.0% | -138.8% | +65.4% |
| All | +1,443.7% | +794.0% | +649.7% | +673.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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