+663.2%
FLEX vs UTHR
+133.0%
+530.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.1% |
| 30D | -10.1% | -6.0% | -4.1% | -9.4% |
| 3M | -31.3% | -11.0% | -20.4% | -30.3% |
| 6M | +71.3% | -0.5% | +71.8% | +71.3% |
| YTD | +81.2% | +0.1% | +81.2% | +81.1% |
| 1Y | +98.5% | +28.2% | +70.3% | +91.8% |
| 3Y | +428.2% | +113.8% | +314.4% | +365.2% |
| All | +663.2% | +133.0% | +530.2% | +535.6% |
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 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