+66.4%
FBTC vs UTHR
+130.4%
-63.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.5% |
| 7D | +1.1% | +3.0% | -1.9% | +0.8% |
| 30D | +22.3% | -4.3% | +26.6% | +22.9% |
| 3M | +26.0% | -8.4% | +34.4% | +27.2% |
| 6M | +13.2% | -4.2% | +17.4% | +13.6% |
| YTD | -10.7% | +4.0% | -14.8% | -11.3% |
| 1Y | -30.0% | +25.5% | -55.5% | -31.6% |
| All | +66.4% | +130.4% | -63.9% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling