-61.8%
FND vs UTHR
+140.7%
-202.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -0.8% | +3.0% | -3.8% | -1.1% |
| 30D | -19.6% | -4.3% | -15.3% | -19.2% |
| 3M | -4.3% | -8.4% | +4.0% | -3.5% |
| 6M | -20.4% | -4.2% | -16.2% | -20.2% |
| YTD | -21.9% | +4.0% | -25.9% | -22.6% |
| 1Y | -45.2% | +25.5% | -70.7% | -47.1% |
| 3Y | -49.2% | +125.1% | -174.4% | -57.7% |
| 5Y | -61.8% | +140.3% | -202.1% | -68.8% |
| All | -61.8% | +140.7% | -202.6% | -68.8% |
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