+93.0%
FOXA vs UTHR
+138.8%
-45.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | -3.7% | +2.8% | -6.5% | -4.0% |
| 30D | +5.4% | -2.3% | +7.6% | +5.5% |
| 3M | -3.7% | -7.4% | +3.7% | -3.1% |
| 6M | +12.6% | -6.0% | +18.5% | +13.0% |
| YTD | -10.0% | +3.4% | -13.4% | -10.9% |
| 1Y | +15.0% | +27.1% | -12.0% | +10.4% |
| 3Y | +115.1% | +123.8% | -8.7% | +84.2% |
| 5Y | +93.0% | +139.6% | -46.6% | +56.1% |
| All | +93.0% | +138.8% | -45.7% | +56.1% |
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