-30.7%
FSLY vs UTHR
+569.3%
-600.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | +4.9% | +5.2% | -0.3% | +3.4% |
| 30D | -33.5% | +9.5% | -43.0% | -34.7% |
| 3M | -44.6% | +17.9% | -62.6% | -46.7% |
| 6M | -9.2% | +2.0% | -11.2% | -9.7% |
| YTD | +63.3% | +21.3% | +41.9% | +54.8% |
| 1Y | +45.3% | +27.9% | +17.4% | +35.6% |
| 3Y | +3.7% | +162.3% | -158.6% | -25.9% |
| 5Y | -67.2% | +190.7% | -257.9% | -78.2% |
| All | -30.7% | +569.3% | -600.0% | -67.9% |
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