+2,998.7%
FFIV vs UTHR
+8,226.2%
-5,227.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -8.1% | -6.1% | -2.0% | -6.9% |
| 30D | -33.4% | +3.1% | -36.5% | -33.8% |
| 3M | -24.7% | +5.5% | -30.2% | -25.8% |
| 6M | -8.8% | -5.8% | -3.0% | -8.2% |
| YTD | +21.8% | +15.3% | +6.4% | +16.8% |
| 1Y | +25.3% | +23.8% | +1.5% | +18.4% |
| 3Y | +101.2% | +146.3% | -45.2% | +58.7% |
| 5Y | +40.2% | +177.8% | -137.6% | +5.9% |
| 10Y | +129.0% | +392.4% | -263.4% | +45.1% |
| All | +2,998.7% | +8,226.2% | -5,227.5% | +1,113.8% |
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 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