-68.4%
FLNC vs UTHR
+40.6%
-109.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.2% | +9.0% | +10.6% |
| 7D | -2.1% | +3.8% | -5.9% | -0.9% |
| 30D | -20.8% | +13.4% | -34.2% | -17.4% |
| 3M | -61.3% | +17.3% | -78.6% | -59.0% |
| 6M | -50.9% | +4.7% | -55.5% | -49.8% |
| YTD | -69.4% | +24.9% | -94.2% | -68.5% |
| 1Y | -68.4% | +39.1% | -107.5% | -71.0% |
| All | -68.4% | +40.6% | -109.0% | -71.0% |
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 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