+4,802.5%
FAST vs UTHR
+7,123.9%
-2,321.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -0.4% | -5.4% | +5.0% | +0.3% |
| 30D | -0.8% | -6.0% | +5.3% | -0.1% |
| 3M | +5.8% | -11.0% | +16.7% | +7.2% |
| 6M | +8.0% | -0.5% | +8.5% | +7.8% |
| YTD | +25.6% | +0.1% | +25.6% | +25.0% |
| 1Y | +0.8% | +28.2% | -27.3% | -2.9% |
| 3Y | +86.1% | +113.8% | -27.7% | +65.3% |
| 5Y | +100.2% | +131.3% | -31.1% | +74.4% |
| 10Y | +494.2% | +296.7% | +197.5% | +371.1% |
| All | +4,802.5% | +7,123.9% | -2,321.4% | +3,127.7% |
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