+1,060.6%
FLEX vs UTHR
+308.5%
+752.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.8% |
| 7D | +7.0% | -2.9% | +9.8% | +7.8% |
| 30D | -5.8% | -7.6% | +1.8% | -3.8% |
| 3M | -24.2% | -8.6% | -15.6% | -22.6% |
| 6M | +90.8% | +4.1% | +86.7% | +87.5% |
| YTD | +89.2% | +2.2% | +87.0% | +86.3% |
| 1Y | +104.7% | +26.2% | +78.5% | +89.4% |
| 3Y | +478.1% | +121.2% | +356.9% | +324.8% |
| 5Y | +726.2% | +136.5% | +589.7% | +471.9% |
| 10Y | +1,060.6% | +300.1% | +760.5% | +465.3% |
| All | +1,060.6% | +308.5% | +752.1% | +465.3% |
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