-99.3%
FCUV vs UTHR
+121.0%
-220.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +2.9% |
| 7D | -66.5% | +1.9% | -68.4% | -65.9% |
| 30D | +5.0% | -2.9% | +7.8% | +5.6% |
| 3M | +63.8% | -8.9% | +72.6% | +64.7% |
| 6M | -67.8% | -8.7% | -59.1% | -67.7% |
| YTD | -82.4% | +2.0% | -84.4% | -82.5% |
| 1Y | -94.7% | +22.8% | -117.5% | -94.8% |
| 3Y | -99.3% | +120.6% | -219.9% | -99.3% |
| All | -99.3% | +121.0% | -220.2% | -99.3% |
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