+46.2%
FND vs UTHR
+317.4%
-271.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -5.1% | +2.8% | -7.9% | -5.8% |
| 30D | -22.5% | -2.3% | -20.3% | -22.1% |
| 3M | -5.0% | -7.4% | +2.4% | -3.3% |
| 6M | -21.5% | -6.0% | -15.6% | -20.7% |
| YTD | -23.0% | +3.4% | -26.4% | -24.9% |
| 1Y | -44.9% | +27.1% | -72.0% | -49.6% |
| 3Y | -50.0% | +123.8% | -173.8% | -64.8% |
| 5Y | -63.3% | +139.6% | -203.0% | -75.8% |
| All | +46.2% | +317.4% | -271.1% | -32.9% |
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 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