+49.0%
FND vs UTHR
+389.7%
-340.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -6.8% | +5.2% | -12.0% | -8.1% |
| 30D | +8.0% | +9.5% | -1.5% | +5.5% |
| 3M | -18.9% | +17.9% | -36.9% | -22.8% |
| 6M | +4.7% | +2.0% | +2.7% | +3.6% |
| YTD | -21.6% | +21.3% | -42.9% | -26.9% |
| 1Y | -22.0% | +27.9% | -49.9% | -28.4% |
| 3Y | -40.4% | +162.3% | -202.8% | -59.8% |
| 5Y | -63.8% | +190.7% | -254.5% | -77.5% |
| All | +49.0% | +389.7% | -340.7% | -34.7% |
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