+156.3%
FDX vs UTHR
+363.8%
-207.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.2% | +2.8% |
| 7D | +0.2% | -2.3% | +2.5% | +0.6% |
| 30D | +9.3% | +6.1% | +3.2% | +8.1% |
| 3M | +0.5% | +8.1% | -7.6% | -1.3% |
| 6M | +5.3% | +3.1% | +2.2% | +4.3% |
| YTD | +38.6% | +19.5% | +19.1% | +32.6% |
| 1Y | +53.5% | +29.7% | +23.8% | +44.4% |
| 3Y | +74.2% | +162.7% | -88.5% | +35.5% |
| 5Y | +75.3% | +192.8% | -117.5% | +29.4% |
| 10Y | +156.3% | +348.1% | -191.9% | +51.2% |
| All | +156.3% | +363.8% | -207.5% | +51.2% |
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