+33.9%
FROG vs UTHR
+370.4%
-336.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -5.5% | -2.9% | -2.6% | -5.4% |
| 30D | -3.1% | -7.6% | +4.5% | -2.9% |
| 3M | +1.2% | -8.6% | +9.8% | +1.5% |
| 6M | +113.7% | +4.1% | +109.5% | +112.5% |
| YTD | +38.9% | +2.2% | +36.7% | +38.1% |
| 1Y | +72.0% | +26.2% | +45.8% | +69.4% |
| 3Y | +217.1% | +121.2% | +95.9% | +203.5% |
| 5Y | +130.6% | +136.5% | -5.9% | +116.7% |
| All | +33.9% | +370.4% | -336.5% | +24.9% |
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