+125.4%
FFIV vs UTHR
+368.2%
-242.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -2.9% | -2.1% | -0.8% | -2.6% |
| 30D | -32.4% | +8.3% | -40.7% | -33.3% |
| 3M | -22.7% | +15.5% | -38.3% | -24.6% |
| 6M | -10.7% | +4.5% | -15.2% | -11.6% |
| YTD | +25.4% | +22.2% | +3.1% | +20.1% |
| 1Y | +34.2% | +29.7% | +4.5% | +27.1% |
| 3Y | +101.2% | +167.3% | -66.1% | +59.8% |
| 5Y | +42.0% | +196.5% | -154.5% | +7.7% |
| All | +125.4% | +368.2% | -242.8% | +40.8% |
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