+126.6%
FFIV vs UTHR
+363.8%
-237.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.7% |
| 30D | -33.8% | +6.1% | -39.8% | -34.4% |
| 3M | -20.6% | +8.1% | -28.7% | -21.8% |
| 6M | -10.2% | +3.1% | -13.3% | -11.0% |
| YTD | +24.5% | +19.5% | +4.9% | +19.7% |
| 1Y | +29.3% | +29.7% | -0.4% | +22.4% |
| 3Y | +103.8% | +162.7% | -58.9% | +62.4% |
| 5Y | +40.9% | +192.8% | -151.9% | +7.1% |
| 10Y | +126.6% | +348.1% | -221.5% | +42.1% |
| All | +126.6% | +363.8% | -237.2% | +42.1% |
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