-83.6%
FIG vs UTHR
+110.3%
-193.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | -14.3% | -2.1% | -12.2% | -14.0% |
| 30D | -13.6% | +8.3% | -21.9% | -13.8% |
| 3M | -23.7% | +15.5% | -39.3% | -24.0% |
| 6M | -5.4% | +4.5% | -9.9% | -5.5% |
| YTD | -49.2% | +22.2% | -71.5% | -50.2% |
| 1Y | -57.4% | +29.7% | -87.1% | -58.0% |
| All | -83.6% | +110.3% | -193.9% | -83.6% |
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 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