+29.4%
FFIV vs UTHR
+29.3%
+0.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -0.5% | +5.2% | -5.7% | -0.8% |
| 30D | -32.4% | +9.5% | -41.9% | -32.4% |
| 3M | -25.7% | +17.9% | -43.6% | -25.7% |
| 6M | -13.5% | +2.0% | -15.5% | -13.7% |
| YTD | +21.1% | +21.3% | -0.2% | +20.1% |
| 1Y | +29.4% | +27.9% | +1.5% | +29.6% |
| All | +29.4% | +29.3% | +0.1% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling