+794.1%
FN vs UTHR
+349.3%
+444.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.0% |
| 7D | -4.1% | -2.1% | -2.0% | -3.4% |
| 30D | -28.3% | +7.2% | -35.5% | -29.4% |
| 3M | -33.9% | +11.1% | -45.0% | -35.6% |
| 6M | -43.9% | +4.2% | -48.1% | -44.6% |
| YTD | -23.4% | +20.8% | -44.3% | -27.3% |
| 1Y | -25.4% | +29.7% | -55.1% | -30.3% |
| 3Y | +107.9% | +164.1% | -56.2% | +56.8% |
| 5Y | +195.1% | +190.7% | +4.4% | +110.4% |
| 10Y | +794.1% | +355.4% | +438.7% | +421.2% |
| All | +794.1% | +349.3% | +444.8% | +421.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling