+2,625.3%
FN vs UTHR
+991.1%
+1,634.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.0% | -7.2% | -12.7% |
| 7D | -16.0% | -4.7% | -11.3% | -14.9% |
| 30D | -40.1% | +4.4% | -44.6% | -40.6% |
| 3M | -43.9% | +9.0% | -52.9% | -45.1% |
| 6M | -55.6% | -1.1% | -54.5% | -55.7% |
| YTD | -35.7% | +16.1% | -51.8% | -38.2% |
| 1Y | -39.8% | +26.4% | -66.3% | -43.3% |
| 3Y | +80.3% | +152.1% | -71.8% | +40.5% |
| 5Y | +143.3% | +179.6% | -36.4% | +81.0% |
| 10Y | +682.3% | +395.6% | +286.7% | +379.7% |
| All | +2,625.3% | +991.1% | +1,634.2% | +1,030.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling