+175.5%
FDX vs UTHR
+308.5%
-133.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | -3.3% | -2.9% | -0.4% | -2.8% |
| 30D | -1.4% | -7.6% | +6.2% | 0.0% |
| 3M | -4.5% | -8.6% | +4.1% | -3.0% |
| 6M | +9.4% | +4.1% | +5.3% | +7.9% |
| YTD | +36.0% | +2.2% | +33.8% | +34.3% |
| 1Y | +75.5% | +26.2% | +49.3% | +65.8% |
| 3Y | +62.8% | +121.2% | -58.4% | +31.3% |
| 5Y | +64.4% | +136.5% | -72.1% | +27.3% |
| 10Y | +175.5% | +300.1% | -124.6% | +65.8% |
| All | +175.5% | +308.5% | -133.1% | +65.8% |
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 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