+76.4%
FDS vs UTHR
+310.6%
-234.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.6% |
| 7D | -8.8% | +3.0% | -11.8% | -9.2% |
| 30D | -1.4% | -4.3% | +2.9% | -0.8% |
| 3M | +13.9% | -8.4% | +22.3% | +15.1% |
| 6M | +27.4% | -4.2% | +31.6% | +27.5% |
| YTD | -2.5% | +4.0% | -6.5% | -3.9% |
| 1Y | -23.8% | +25.5% | -49.3% | -27.4% |
| 3Y | -32.5% | +125.1% | -157.6% | -43.9% |
| 5Y | -23.2% | +140.3% | -163.5% | -38.1% |
| 10Y | +76.4% | +322.5% | -246.1% | +12.5% |
| All | +76.4% | +310.6% | -234.2% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling