+242.8%
FFIV vs UTHR
+310.6%
-67.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.6% |
| 7D | +3.5% | +3.0% | +0.5% | +3.0% |
| 30D | -1.3% | -4.3% | +3.0% | -0.6% |
| 3M | +2.4% | -8.4% | +10.8% | +3.7% |
| 6M | +41.8% | -4.2% | +46.0% | +42.2% |
| YTD | +58.5% | +4.0% | +54.5% | +56.1% |
| 1Y | +24.3% | +25.5% | -1.2% | +18.0% |
| 3Y | +152.0% | +125.1% | +26.9% | +105.7% |
| 5Y | +99.1% | +140.3% | -41.2% | +56.7% |
| 10Y | +242.8% | +322.5% | -79.7% | +110.8% |
| All | +242.8% | +310.6% | -67.8% | +110.8% |
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 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