+119.1%
FN vs UTHR
+157.2%
-38.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.2% | +11.3% |
| 7D | +16.3% | -2.3% | +18.6% | +16.9% |
| 30D | -24.7% | +6.1% | -30.8% | -25.2% |
| 3M | -34.9% | +8.1% | -43.0% | -35.6% |
| 6M | -41.1% | +3.1% | -44.2% | -41.4% |
| YTD | -19.6% | +19.5% | -39.2% | -21.7% |
| 1Y | -18.5% | +29.7% | -48.3% | -21.3% |
| 3Y | +119.1% | +162.7% | -43.6% | +104.6% |
| All | +119.1% | +157.2% | -38.1% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling