+126.0%
FDS vs UTHR
+349.3%
-223.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.7% |
| 30D | +13.5% | +7.2% | +6.3% | +12.4% |
| 3M | +15.2% | +11.1% | +4.0% | +13.3% |
| 6M | +47.0% | +4.2% | +42.9% | +45.8% |
| YTD | +13.9% | +20.8% | -6.9% | +9.8% |
| 1Y | +25.2% | +29.7% | -4.5% | +19.4% |
| 3Y | -25.3% | +164.1% | -189.5% | -39.2% |
| 5Y | -23.3% | +190.7% | -214.0% | -39.8% |
| 10Y | +126.0% | +355.4% | -229.4% | +49.4% |
| All | +126.0% | +349.3% | -223.3% | +49.4% |
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 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