+743.6%
FN vs UTHR
+382.4%
+361.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.3% | +11.8% |
| 7D | 0.0% | -6.1% | +6.1% | +1.6% |
| 30D | -34.3% | +3.1% | -37.4% | -34.7% |
| 3M | -39.9% | +5.5% | -45.3% | -40.7% |
| 6M | -51.8% | -5.8% | -46.0% | -51.3% |
| YTD | -28.1% | +15.3% | -43.5% | -31.0% |
| 1Y | -29.1% | +23.8% | -52.9% | -33.0% |
| 3Y | +102.4% | +146.3% | -43.9% | +55.7% |
| 5Y | +171.7% | +177.8% | -6.2% | +96.2% |
| All | +743.6% | +382.4% | +361.2% | +408.1% |
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