+400.9%
FE vs UTHR
+8,620.1%
-8,219.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.1% |
| 7D | -0.5% | -2.1% | +1.6% | -0.4% |
| 30D | +4.3% | +7.2% | -2.9% | +3.9% |
| 3M | +0.4% | +11.1% | -10.7% | -0.3% |
| 6M | +6.9% | +4.2% | +2.8% | +6.6% |
| YTD | +8.0% | +20.8% | -12.8% | +6.6% |
| 1Y | +4.8% | +29.7% | -24.8% | +3.1% |
| 3Y | +49.0% | +164.1% | -115.2% | +39.7% |
| 5Y | +46.2% | +190.7% | -144.5% | +35.9% |
| 10Y | +120.9% | +355.4% | -234.5% | +97.9% |
| All | +400.9% | +8,620.1% | -8,219.2% | +299.0% |
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 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