+645.3%
FLEX vs UTHR
+8,620.1%
-7,974.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.9% |
| 7D | -13.6% | -2.1% | -11.5% | -13.0% |
| 30D | -36.5% | +7.2% | -43.7% | -37.5% |
| 3M | -36.4% | +11.1% | -47.6% | -38.3% |
| 6M | -46.5% | +4.2% | -50.7% | -47.4% |
| YTD | +25.9% | +20.8% | +5.1% | +18.9% |
| 1Y | +19.6% | +29.7% | -10.1% | +10.9% |
| 3Y | +287.0% | +164.1% | +122.9% | +190.3% |
| 5Y | +466.6% | +190.7% | +275.9% | +307.1% |
| 10Y | +626.9% | +355.4% | +271.5% | +349.3% |
| All | +645.3% | +8,620.1% | -7,974.8% | +101.0% |
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