+121.0%
FE vs UTHR
+366.4%
-245.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | +4.9% | -5.2% | -0.8% |
| 30D | +3.9% | +9.2% | -5.3% | +2.9% |
| 3M | -0.1% | +15.9% | -16.0% | -1.9% |
| 6M | +6.1% | +2.0% | +4.1% | +5.6% |
| YTD | +8.1% | +21.8% | -13.7% | +5.1% |
| 1Y | +4.4% | +28.6% | -24.1% | +0.9% |
| 3Y | +49.0% | +166.2% | -117.2% | +27.6% |
| 5Y | +46.1% | +191.8% | -145.7% | +22.2% |
| All | +121.0% | +366.4% | -245.3% | +61.0% |
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