-20.7%
FDS vs UTHR
+139.1%
-159.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.4% |
| 7D | -5.4% | -2.9% | -2.5% | -5.2% |
| 30D | +1.6% | -7.6% | +9.2% | +2.0% |
| 3M | +17.7% | -8.6% | +26.3% | +18.3% |
| 6M | +29.1% | +4.1% | +24.9% | +28.1% |
| YTD | +1.0% | +2.2% | -1.2% | +0.2% |
| 1Y | -21.6% | +26.2% | -47.8% | -23.6% |
| 3Y | -30.1% | +121.2% | -151.3% | -37.5% |
| 5Y | -20.7% | +136.5% | -157.3% | -33.8% |
| All | -20.7% | +139.1% | -159.8% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling