-27.3%
FDS vs UTHR
+118.3%
-145.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -1.9% | -5.4% | +3.5% | -1.9% |
| 30D | +9.0% | -6.0% | +15.1% | +9.0% |
| 3M | +18.9% | -11.0% | +29.8% | +18.8% |
| 6M | +35.1% | -0.5% | +35.7% | +34.7% |
| YTD | +5.5% | +0.1% | +5.4% | +5.0% |
| 1Y | -16.8% | +28.2% | -45.0% | -17.9% |
| All | -27.3% | +118.3% | -145.6% | -28.1% |
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