+92.6%
FFIV vs UTHR
+139.1%
-46.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -1.5% | -2.9% | +1.3% | -1.3% |
| 30D | -2.7% | -7.6% | +4.9% | -2.1% |
| 3M | -1.7% | -8.6% | +6.9% | -1.0% |
| 6M | +36.1% | +4.1% | +32.0% | +35.2% |
| YTD | +52.6% | +2.2% | +50.4% | +51.6% |
| 1Y | +21.5% | +26.2% | -4.7% | +18.2% |
| 3Y | +142.7% | +121.2% | +21.5% | +116.7% |
| 5Y | +92.6% | +136.5% | -44.0% | +66.5% |
| All | +92.6% | +139.1% | -46.5% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling