+55.7%
FLR vs UTHR
+125.3%
-69.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -4.9% | -3.3% |
| 7D | -3.1% | +3.0% | -6.1% | -3.3% |
| 30D | +4.9% | -4.3% | +9.2% | +5.2% |
| 3M | +10.8% | -8.4% | +19.2% | +11.3% |
| 6M | +19.7% | -4.2% | +23.9% | +20.0% |
| YTD | +38.4% | +4.0% | +34.3% | +38.1% |
| 1Y | +34.7% | +25.5% | +9.2% | +33.2% |
| All | +55.7% | +125.3% | -69.6% | +46.3% |
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