+1,664.3%
FLUT vs UTHR
+7,086.4%
-5,422.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | +0.2% |
| 7D | -6.5% | -2.3% | -4.2% | -6.4% |
| 30D | +2.8% | +6.1% | -3.3% | +2.6% |
| 3M | -13.5% | +8.1% | -21.6% | -13.7% |
| 6M | -19.0% | +3.1% | -22.1% | -19.1% |
| YTD | -61.9% | +19.5% | -81.4% | -62.2% |
| 1Y | -63.2% | +29.7% | -93.0% | -63.7% |
| 3Y | -46.0% | +162.7% | -208.7% | -48.4% |
| 5Y | -51.8% | +192.8% | -244.6% | -54.2% |
| 10Y | -26.1% | +348.1% | -374.2% | -31.0% |
| All | +1,664.3% | +7,086.4% | -5,422.1% | +1,268.3% |
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 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