+560.9%
FLEX vs UTHR
+347.5%
+213.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.2% | +4.7% |
| 7D | -19.3% | -6.1% | -13.2% | -17.8% |
| 30D | -41.5% | +3.1% | -44.7% | -42.0% |
| 3M | -43.1% | +5.5% | -48.6% | -44.2% |
| 6M | -48.2% | -5.8% | -42.4% | -47.7% |
| YTD | +15.5% | +15.3% | +0.1% | +9.6% |
| 1Y | +10.2% | +23.8% | -13.6% | +2.5% |
| 3Y | +256.8% | +146.3% | +110.5% | +154.8% |
| 5Y | +408.2% | +177.8% | +230.4% | +234.3% |
| All | +560.9% | +347.5% | +213.4% | +219.3% |
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