+399.1%
FE vs UTHR
+7,123.9%
-6,724.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | +1.9% | -5.4% | +7.3% | +2.2% |
| 30D | -1.2% | -6.0% | +4.9% | -0.9% |
| 3M | +3.5% | -11.0% | +14.5% | +4.1% |
| 6M | -6.1% | -0.5% | -5.5% | -6.2% |
| YTD | +7.6% | +0.1% | +7.5% | +7.4% |
| 1Y | +11.9% | +28.2% | -16.2% | +10.1% |
| 3Y | +48.4% | +113.8% | -65.4% | +40.9% |
| 5Y | +44.8% | +131.3% | -86.5% | +36.4% |
| 10Y | +115.9% | +296.7% | -180.8% | +95.1% |
| All | +399.1% | +7,123.9% | -6,724.8% | +301.9% |
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