+182.1%
FSLY vs UTHR
+23.3%
+158.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -10.6% | -5.4% | -5.2% | -10.3% |
| 30D | -20.9% | -6.0% | -14.8% | -20.7% |
| 3M | +3.4% | -11.0% | +14.4% | +4.4% |
| 6M | +2.7% | -0.5% | +3.3% | +3.4% |
| YTD | +102.3% | +0.1% | +102.2% | +104.5% |
| 1Y | +182.1% | +28.2% | +153.9% | +178.8% |
| All | +182.1% | +23.3% | +158.8% | +178.8% |
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 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