+3,792.5%
FFIV vs UTHR
+7,123.9%
-3,331.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.0% | -5.4% | +4.4% | +0.2% |
| 30D | -5.1% | -6.0% | +1.0% | -3.9% |
| 3M | -4.5% | -11.0% | +6.5% | -2.3% |
| 6M | +36.5% | -0.5% | +37.0% | +35.7% |
| YTD | +53.0% | +0.1% | +52.9% | +51.4% |
| 1Y | +24.2% | +28.2% | -3.9% | +16.3% |
| 3Y | +137.2% | +113.8% | +23.4% | +92.8% |
| 5Y | +91.8% | +131.3% | -39.5% | +50.5% |
| 10Y | +215.2% | +296.7% | -81.5% | +109.1% |
| All | +3,792.5% | +7,123.9% | -3,331.3% | +1,473.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling