-14.6%
FLUT vs UTHR
+4.1%
-18.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.2% |
| 7D | -1.2% | +4.9% | -6.1% | -0.6% |
| 30D | +5.0% | +9.2% | -4.2% | +6.2% |
| 3M | -16.4% | +15.9% | -32.4% | -15.2% |
| 6M | -14.6% | +2.0% | -16.6% | -19.0% |
| All | -14.6% | +4.1% | -18.7% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling