+78.0%
FERG vs UTHR
+190.6%
-112.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.7% | +5.2% | +4.6% | +9.2% |
| 30D | +15.0% | +9.5% | +5.6% | +14.1% |
| 3M | +3.8% | +17.9% | -14.2% | +2.1% |
| 6M | +10.6% | +2.0% | +8.6% | +10.3% |
| YTD | +17.0% | +21.3% | -4.4% | +14.3% |
| 1Y | +7.1% | +27.9% | -20.8% | +4.0% |
| 3Y | +67.7% | +162.3% | -94.6% | +44.6% |
| All | +78.0% | +190.6% | -112.5% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling