-23.8%
FDS vs UTHR
+28.4%
-52.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.1% |
| 7D | -8.8% | +3.0% | -11.8% | -8.3% |
| 30D | -1.4% | -4.3% | +2.9% | -2.0% |
| 3M | +13.9% | -8.4% | +22.3% | +12.4% |
| 6M | +27.4% | -4.2% | +31.6% | +26.1% |
| YTD | -2.5% | +4.0% | -6.5% | -2.6% |
| 1Y | -23.8% | +25.5% | -49.3% | -18.6% |
| All | -23.8% | +28.4% | -52.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling