-61.0%
FLNC vs UTHR
+121.0%
-181.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.5% |
| 7D | -4.1% | +1.9% | -6.0% | -4.1% |
| 30D | -24.8% | -2.9% | -21.9% | -24.7% |
| 3M | -59.1% | -8.9% | -50.2% | -59.1% |
| 6M | -42.0% | -8.7% | -33.2% | -42.3% |
| YTD | -49.8% | +2.0% | -51.8% | -50.8% |
| 1Y | +43.1% | +22.8% | +20.3% | +37.1% |
| 3Y | -61.0% | +120.6% | -181.6% | -68.3% |
| All | -61.0% | +121.0% | -181.9% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling