+5,412.4%
FAST vs UTHR
+8,724.6%
-3,312.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +4.3% | -2.1% | +6.4% | +4.5% |
| 30D | +8.3% | +8.3% | 0.0% | +7.2% |
| 3M | +6.5% | +15.5% | -9.1% | +4.4% |
| 6M | +29.5% | +4.5% | +25.0% | +28.4% |
| YTD | +41.3% | +22.2% | +19.0% | +36.9% |
| 1Y | +37.4% | +29.7% | +7.7% | +32.2% |
| 3Y | +98.5% | +167.3% | -68.8% | +71.3% |
| 5Y | +111.1% | +196.5% | -85.4% | +78.2% |
| 10Y | +548.6% | +369.0% | +179.5% | +402.9% |
| All | +5,412.4% | +8,724.6% | -3,312.1% | +3,434.9% |
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