-29.9%
FBTC vs UTHR
+29.3%
-59.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -9.2% | +5.2% | -14.4% | -10.0% |
| 30D | -15.8% | +9.5% | -25.3% | -17.1% |
| 3M | +8.7% | +17.9% | -9.3% | +5.3% |
| 6M | -13.6% | +2.0% | -15.6% | -13.4% |
| YTD | -21.5% | +21.3% | -42.8% | -25.9% |
| 1Y | -29.9% | +27.9% | -57.8% | -30.9% |
| All | -29.9% | +29.3% | -59.2% | -30.9% |
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 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