+906.2%
FN vs UTHR
+295.8%
+610.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | -1.7% | -5.4% | +3.7% | -0.4% |
| 30D | -22.0% | -6.0% | -15.9% | -21.0% |
| 3M | -43.0% | -11.0% | -32.0% | -41.6% |
| 6M | -27.7% | -0.5% | -27.2% | -28.2% |
| YTD | -10.5% | +0.1% | -10.6% | -11.1% |
| 1Y | +12.5% | +28.2% | -15.7% | +5.3% |
| 3Y | +153.8% | +113.8% | +40.0% | +102.0% |
| 5Y | +288.0% | +131.3% | +156.7% | +193.9% |
| All | +906.2% | +295.8% | +610.4% | +525.3% |
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 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