+74.8%
FROG vs UTHR
+28.4%
+46.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.8% |
| 7D | -4.8% | +3.0% | -7.8% | -4.7% |
| 30D | -0.9% | -4.3% | +3.4% | -1.1% |
| 3M | +7.5% | -8.4% | +15.8% | +7.0% |
| 6M | +107.0% | -4.2% | +111.2% | +104.5% |
| YTD | +39.8% | +4.0% | +35.8% | +35.7% |
| 1Y | +74.8% | +25.5% | +49.3% | +71.6% |
| All | +74.8% | +28.4% | +46.4% | +71.6% |
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 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