-49.9%
FLUT vs UTHR
+136.5%
-186.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +3.8% | -2.9% | +6.7% | +3.9% |
| 30D | +6.3% | -7.6% | +13.9% | +6.7% |
| 3M | -4.0% | -8.6% | +4.5% | -3.7% |
| 6M | -10.3% | +4.1% | -14.4% | -10.9% |
| YTD | -53.2% | +2.2% | -55.4% | -53.5% |
| 1Y | -65.0% | +26.2% | -91.2% | -66.0% |
| 3Y | -43.9% | +121.2% | -165.1% | -50.0% |
| All | -49.9% | +136.5% | -186.4% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling