+804.7%
FN vs UTHR
+362.9%
+441.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.7% | +5.6% |
| 7D | +8.0% | -2.1% | +10.1% | +8.8% |
| 30D | -19.1% | +8.3% | -27.4% | -20.5% |
| 3M | -29.8% | +15.5% | -45.4% | -32.3% |
| 6M | -43.2% | +4.5% | -47.7% | -44.0% |
| YTD | -18.9% | +22.2% | -41.2% | -23.2% |
| 1Y | -17.9% | +29.7% | -47.6% | -23.3% |
| 3Y | +120.1% | +167.3% | -47.2% | +65.4% |
| 5Y | +206.7% | +196.5% | +10.2% | +117.2% |
| 10Y | +804.7% | +369.0% | +435.6% | +419.7% |
| All | +804.7% | +362.9% | +441.7% | +419.7% |
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