+167.4%
FROG vs UTHR
+179.7%
-12.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.7% | +36.0% | +35.4% |
| 7D | +7.0% | -6.1% | +13.1% | +7.5% |
| 30D | +2.9% | +3.1% | -0.2% | +2.9% |
| 3M | +21.6% | +5.5% | +16.1% | +21.3% |
| 6M | +87.7% | -5.8% | +93.5% | +88.0% |
| YTD | +61.7% | +15.3% | +46.3% | +59.9% |
| 1Y | +113.7% | +23.8% | +89.9% | +110.7% |
| 3Y | +267.7% | +146.3% | +121.4% | +248.6% |
| All | +167.4% | +179.7% | -12.3% | +150.8% |
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