+34.8%
FAST vs UTHR
+29.7%
+5.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +2.8% |
| 7D | +3.8% | -2.3% | +6.1% | +3.9% |
| 30D | +8.1% | +6.1% | +2.0% | +7.8% |
| 3M | +5.8% | +8.1% | -2.3% | +5.6% |
| 6M | +24.9% | +3.1% | +21.8% | +24.9% |
| YTD | +38.9% | +19.5% | +19.4% | +38.4% |
| All | +34.8% | +29.7% | +5.2% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling