-80.8%
FIG vs UTHR
+77.9%
-158.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -12.2% | +2.8% | -15.0% | -12.3% |
| 30D | -11.0% | -2.3% | -8.7% | -10.9% |
| 3M | +11.9% | -7.4% | +19.3% | +12.2% |
| 6M | -21.9% | -6.0% | -15.9% | -22.2% |
| YTD | -40.8% | +3.4% | -44.2% | -41.6% |
| 1Y | -56.6% | +27.1% | -83.7% | -56.8% |
| All | -80.8% | +77.9% | -158.7% | -80.8% |
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 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