+1,348.4%
FERG vs UTHR
+810.7%
+537.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.3% |
| 7D | 0.0% | -5.4% | +5.4% | +0.1% |
| 30D | -10.2% | -6.0% | -4.1% | -10.0% |
| 3M | -0.6% | -11.0% | +10.4% | -0.2% |
| 6M | -6.5% | -0.5% | -6.0% | -6.6% |
| YTD | +4.2% | +0.1% | +4.1% | +4.1% |
| 1Y | -2.3% | +28.2% | -30.4% | -3.2% |
| 3Y | +48.5% | +113.8% | -65.3% | +44.5% |
| 5Y | +72.0% | +131.3% | -59.3% | +66.8% |
| 10Y | +369.9% | +296.7% | +73.2% | +357.6% |
| All | +1,348.4% | +810.7% | +537.7% | +1,336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling