+575.3%
FAST vs UTHR
+382.4%
+192.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.1% | -6.1% | +8.2% | +3.1% |
| 30D | +6.9% | +3.1% | +3.8% | +6.3% |
| 3M | +4.8% | +5.5% | -0.6% | +3.6% |
| 6M | +19.8% | -5.8% | +25.6% | +20.5% |
| YTD | +34.9% | +15.3% | +19.6% | +30.5% |
| 1Y | +32.8% | +23.8% | +9.0% | +26.9% |
| 3Y | +93.7% | +146.3% | -52.6% | +56.8% |
| 5Y | +105.3% | +177.8% | -72.5% | +58.4% |
| All | +575.3% | +382.4% | +192.9% | +307.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling