+11.4%
FPS vs UTHR
+3.6%
+7.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.6% |
| 7D | +10.4% | -2.9% | +13.3% | +11.0% |
| 30D | -16.5% | -7.6% | -8.9% | -15.1% |
| 3M | -45.5% | -8.6% | -37.0% | -44.5% |
| 6M | +2.1% | +4.1% | -2.1% | -0.3% |
| All | +11.4% | +3.6% | +7.8% | +8.6% |
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