-95.6%
FCUV vs UTHR
+297.5%
-393.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +2.1% | -67.4% | -65.0% |
| 7D | -47.9% | -2.9% | -45.1% | -47.8% |
| 30D | +13.7% | -7.6% | +21.2% | +13.3% |
| 3M | +97.0% | -8.6% | +105.6% | +97.2% |
| 6M | -66.1% | +4.1% | -70.3% | -66.0% |
| YTD | -81.8% | +2.2% | -84.0% | -81.7% |
| 1Y | -93.3% | +26.2% | -119.5% | -93.2% |
| 3Y | -99.2% | +121.2% | -220.4% | -99.2% |
| 5Y | -99.9% | +136.5% | -236.4% | -99.8% |
| 10Y | -98.5% | +300.1% | -398.6% | -98.4% |
| All | -95.6% | +297.5% | -393.1% | -95.2% |
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