+56.7%
FND vs UTHR
+303.9%
-247.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -5.2% | -5.4% | +0.2% | -3.8% |
| 30D | -19.9% | -6.0% | -13.8% | -18.6% |
| 3M | +2.7% | -11.0% | +13.7% | +5.8% |
| 6M | -21.7% | -0.5% | -21.1% | -22.2% |
| YTD | -17.5% | +0.1% | -17.6% | -18.7% |
| 1Y | -39.3% | +28.2% | -67.5% | -44.6% |
| 3Y | -49.8% | +113.8% | -163.6% | -64.1% |
| 5Y | -60.1% | +131.3% | -191.4% | -73.4% |
| All | +56.7% | +303.9% | -247.2% | -27.4% |
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 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