+25.0%
FLEX vs UTHR
+40.6%
-15.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.2% | -13.5% | -12.4% |
| 7D | -17.0% | +3.8% | -20.7% | -17.3% |
| 30D | -33.8% | +13.4% | -47.3% | -34.9% |
| 3M | -39.0% | +17.3% | -56.4% | -40.1% |
| 6M | -15.9% | +4.7% | -20.6% | -15.2% |
| YTD | +27.8% | +24.9% | +3.0% | +27.2% |
| 1Y | +25.0% | +39.1% | -14.2% | +11.6% |
| All | +25.0% | +40.6% | -15.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling