+15.4%
FLR vs UTHR
+319.3%
-303.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -6.9% | +2.8% | -9.6% | -7.6% |
| 30D | +1.1% | -2.3% | +3.4% | +1.7% |
| 3M | +14.3% | -7.4% | +21.7% | +16.5% |
| 6M | +19.1% | -6.0% | +25.1% | +20.4% |
| YTD | +35.1% | +3.4% | +31.7% | +32.3% |
| 1Y | +29.5% | +27.1% | +2.4% | +18.8% |
| 3Y | +53.0% | +123.8% | -70.8% | +8.7% |
| 5Y | +238.9% | +139.6% | +99.3% | +125.5% |
| All | +15.4% | +319.3% | -303.9% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling