+377.4%
FLR vs UTHR
+2,495.0%
-2,117.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.4% | +5.2% | +0.2% | +4.5% |
| 30D | +2.8% | +9.5% | -6.6% | +1.3% |
| 3M | -6.4% | +17.9% | -24.3% | -9.2% |
| 6M | +8.8% | +2.0% | +6.8% | +8.0% |
| YTD | +23.6% | +21.3% | +2.3% | +18.6% |
| 1Y | +13.8% | +27.9% | -14.1% | +8.2% |
| 3Y | +36.5% | +162.3% | -125.9% | +11.3% |
| 5Y | +119.3% | +190.7% | -71.4% | +73.5% |
| 10Y | +8.0% | +365.5% | -357.5% | -23.4% |
| All | +377.4% | +2,495.0% | -2,117.6% | +147.0% |
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