+85.4%
FROG vs UTHR
+40.6%
+44.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -14.1% | +3.8% | -17.8% | -14.4% |
| 30D | -11.8% | +13.4% | -25.2% | -12.9% |
| 3M | +0.1% | +17.3% | -17.2% | -1.6% |
| 6M | +64.2% | +4.7% | +59.5% | +60.7% |
| YTD | +38.2% | +24.9% | +13.3% | +30.3% |
| 1Y | +85.4% | +39.1% | +46.3% | +122.3% |
| All | +85.4% | +40.6% | +44.8% | +122.3% |
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