+125.3%
FROG vs UTHR
+133.0%
-7.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -11.3% | -5.4% | -5.9% | -11.1% |
| 30D | +3.6% | -6.0% | +9.7% | +4.0% |
| 3M | +1.7% | -11.0% | +12.6% | +2.2% |
| 6M | +123.5% | -0.5% | +124.1% | +122.4% |
| YTD | +40.2% | +0.1% | +40.2% | +39.3% |
| 1Y | +81.0% | +28.2% | +52.8% | +76.8% |
| 3Y | +194.8% | +113.8% | +80.9% | +173.8% |
| All | +125.3% | +133.0% | -7.8% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling