-22.1%
FPS vs UTHR
+21.2%
-43.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.6% | +12.4% | +15.5% |
| 7D | -8.0% | -2.3% | -5.7% | -7.5% |
| 30D | -43.5% | +6.1% | -49.6% | -43.4% |
| 3M | -41.6% | +8.1% | -49.7% | -41.3% |
| 6M | -44.0% | +3.1% | -47.1% | -43.2% |
| All | -22.1% | +21.2% | -43.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling