-82.4%
FRMI vs UTHR
+18.2%
-100.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.1% | +9.4% | +11.3% |
| 7D | +23.3% | -2.9% | +26.2% | +23.5% |
| 30D | -7.6% | -7.6% | 0.0% | -7.0% |
| 3M | +0.2% | -8.6% | +8.8% | +0.6% |
| 6M | -28.7% | +4.1% | -32.9% | -29.4% |
| YTD | -28.6% | +2.2% | -30.8% | -29.2% |
| All | -82.4% | +18.2% | -100.7% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling