+2,633.7%
FDS vs UTHR
+8,724.6%
-6,090.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.9% |
| 30D | +16.0% | +8.3% | +7.7% | +14.8% |
| 3M | +18.8% | +15.5% | +3.2% | +16.5% |
| 6M | +54.1% | +4.5% | +49.6% | +52.9% |
| YTD | +17.0% | +22.2% | -5.2% | +13.2% |
| 1Y | +25.5% | +29.7% | -4.2% | +20.6% |
| 3Y | -23.3% | +167.3% | -190.6% | -34.3% |
| 5Y | -22.6% | +196.5% | -219.1% | -35.2% |
| 10Y | +130.2% | +369.0% | -238.8% | +76.2% |
| All | +2,633.7% | +8,724.6% | -6,090.9% | +1,869.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling