+50.9%
FERG vs UTHR
+125.3%
-74.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.5% |
| 7D | +0.9% | +3.0% | -2.1% | +0.7% |
| 30D | -15.1% | -4.3% | -10.7% | -14.8% |
| 3M | -4.8% | -8.4% | +3.5% | -4.3% |
| 6M | -2.5% | -4.2% | +1.8% | -2.3% |
| YTD | +1.8% | +4.0% | -2.2% | +1.3% |
| 1Y | -0.3% | +25.5% | -25.8% | -2.3% |
| All | +50.9% | +125.3% | -74.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling