+289.3%
FN vs UTHR
+133.0%
+156.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.2% |
| 7D | -1.7% | -5.4% | +3.7% | -0.9% |
| 30D | -22.0% | -6.0% | -15.9% | -21.3% |
| 3M | -43.0% | -11.0% | -32.0% | -42.1% |
| 6M | -27.7% | -0.5% | -27.2% | -28.0% |
| YTD | -10.5% | +0.1% | -10.6% | -10.8% |
| 1Y | +12.5% | +28.2% | -15.7% | +8.5% |
| 3Y | +153.8% | +113.8% | +40.0% | +125.3% |
| All | +289.3% | +133.0% | +156.3% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling