+90.3%
FOXA vs UTHR
+342.6%
-252.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -0.6% | -2.9% | +2.2% | -0.2% |
| 30D | +2.3% | -7.6% | +9.9% | +3.5% |
| 3M | -2.8% | -8.6% | +5.7% | -1.6% |
| 6M | +9.6% | +4.1% | +5.5% | +8.2% |
| YTD | -9.9% | +2.2% | -12.1% | -11.1% |
| 1Y | +5.4% | +26.2% | -20.8% | -0.3% |
| 3Y | +115.3% | +121.2% | -5.9% | +76.2% |
| 5Y | +93.1% | +136.5% | -43.5% | +51.9% |
| All | +90.3% | +342.6% | -252.3% | +12.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling