-80.3%
FIG vs UTHR
+75.8%
-156.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -5.7% |
| 7D | -16.4% | -2.9% | -13.5% | -16.3% |
| 30D | -2.3% | -7.6% | +5.3% | -2.2% |
| 3M | +7.8% | -8.6% | +16.4% | +8.2% |
| 6M | -21.8% | +4.1% | -26.0% | -22.8% |
| YTD | -39.1% | +2.2% | -41.3% | -40.0% |
| 1Y | -56.6% | +26.2% | -82.8% | -56.8% |
| All | -80.3% | +75.8% | -156.1% | -80.2% |
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