+29.5%
FLR vs UTHR
+24.4%
+5.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.3% |
| 7D | -6.9% | +2.8% | -9.6% | -7.1% |
| 30D | +1.1% | -2.3% | +3.4% | +1.3% |
| 3M | +14.3% | -7.4% | +21.7% | +14.8% |
| 6M | +19.1% | -6.0% | +25.1% | +20.4% |
| YTD | +35.1% | +3.4% | +31.7% | +36.0% |
| 1Y | +29.5% | +27.1% | +2.4% | +29.8% |
| All | +29.5% | +24.4% | +5.1% | +29.8% |
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