-71.1%
FLNC vs UTHR
+168.8%
-239.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.8% | -10.1% | -8.5% |
| 7D | -4.2% | +3.0% | -7.2% | -4.4% |
| 30D | -20.0% | -4.3% | -15.7% | -19.7% |
| 3M | -56.9% | -8.4% | -48.5% | -56.6% |
| 6M | -35.5% | -4.2% | -31.3% | -36.0% |
| YTD | -48.8% | +4.0% | -52.9% | -50.0% |
| 1Y | +49.3% | +25.5% | +23.7% | +41.3% |
| 3Y | -61.8% | +125.1% | -186.9% | -69.3% |
| All | -71.1% | +168.8% | -239.9% | -78.4% |
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