-79.1%
FIG vs UTHR
+72.1%
-151.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.3% |
| 7D | -16.3% | -5.4% | -10.9% | -16.2% |
| 30D | -14.3% | -6.0% | -8.3% | -14.2% |
| 3M | +7.2% | -11.0% | +18.1% | +7.6% |
| 6M | -18.6% | -0.5% | -18.1% | -19.5% |
| YTD | -35.5% | +0.1% | -35.5% | -36.3% |
| 1Y | -55.8% | +28.2% | -84.0% | -55.8% |
| All | -79.1% | +72.1% | -151.3% | -79.0% |
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