+58.7%
FBTC vs UTHR
+170.8%
-112.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | -6.8% | -2.1% | -4.7% | -6.5% |
| 30D | -9.9% | +8.3% | -18.2% | -10.7% |
| 3M | +17.5% | +15.5% | +1.9% | +15.4% |
| 6M | -9.1% | +4.5% | -13.6% | -9.6% |
| YTD | -14.9% | +22.2% | -37.1% | -17.0% |
| 1Y | -27.6% | +29.7% | -57.3% | -29.7% |
| All | +58.7% | +170.8% | -112.0% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling