+67.5%
FERG vs UTHR
+138.8%
-71.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.0% | +2.8% | -3.8% | -1.3% |
| 30D | -11.8% | -2.3% | -9.6% | -11.6% |
| 3M | -1.2% | -7.4% | +6.2% | -0.6% |
| 6M | -2.3% | -6.0% | +3.7% | -1.9% |
| YTD | +0.8% | +3.4% | -2.6% | 0.0% |
| 1Y | +0.5% | +27.1% | -26.6% | -2.7% |
| 3Y | +51.4% | +123.8% | -72.4% | +31.8% |
| 5Y | +67.5% | +139.6% | -72.1% | +43.8% |
| All | +67.5% | +138.8% | -71.3% | +43.8% |
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