-55.6%
FN vs UTHR
-2.7%
-53.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.0% | -7.2% | -12.6% |
| 7D | -16.0% | -4.7% | -11.3% | -14.5% |
| 30D | -40.1% | +4.4% | -44.6% | -39.7% |
| 3M | -43.9% | +9.0% | -52.9% | -43.2% |
| 6M | -55.6% | -1.1% | -54.5% | -53.4% |
| All | -55.6% | -2.7% | -53.0% | -53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling