+3.1%
FERG vs UTHR
+40.6%
-37.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | +7.7% | +3.8% | +4.0% | +7.6% |
| 30D | +11.5% | +13.4% | -2.0% | +11.2% |
| 3M | -2.4% | +17.3% | -19.7% | -2.7% |
| 6M | -4.0% | +4.7% | -8.7% | -3.6% |
| YTD | +13.4% | +24.9% | -11.5% | +12.1% |
| 1Y | +3.1% | +39.1% | -36.1% | -2.3% |
| All | +3.1% | +40.6% | -37.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling