+92.4%
FOXA vs UTHR
+341.8%
-249.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +0.8% | +1.9% | -1.2% | +0.5% |
| 30D | +5.0% | -2.9% | +7.9% | +5.4% |
| 3M | -3.0% | -8.9% | +5.8% | -1.8% |
| 6M | +14.8% | -8.7% | +23.5% | +15.9% |
| YTD | -8.9% | +2.0% | -10.9% | -10.1% |
| 1Y | +13.3% | +22.8% | -9.5% | +7.8% |
| 3Y | +115.4% | +120.6% | -5.2% | +76.4% |
| 5Y | +95.3% | +136.4% | -41.1% | +53.6% |
| All | +92.4% | +341.8% | -249.5% | +13.9% |
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