+348.1%
FERG vs UTHR
+319.3%
+28.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.0% | +2.8% | -3.8% | -1.2% |
| 30D | -11.8% | -2.3% | -9.6% | -11.7% |
| 3M | -1.2% | -7.4% | +6.2% | -0.8% |
| 6M | -2.3% | -6.0% | +3.7% | -2.0% |
| YTD | +0.8% | +3.4% | -2.6% | +0.3% |
| 1Y | +0.5% | +27.1% | -26.6% | -1.5% |
| 3Y | +51.4% | +123.8% | -72.4% | +41.4% |
| 5Y | +67.5% | +139.6% | -72.1% | +54.9% |
| All | +348.1% | +319.3% | +28.8% | +309.5% |
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