-5.3%
FSLY vs UTHR
+470.4%
-475.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +7.5% | +2.8% | +4.8% | +6.8% |
| 30D | -21.1% | -2.3% | -18.8% | -20.7% |
| 3M | +21.8% | -7.4% | +29.2% | +23.6% |
| 6M | -0.1% | -6.0% | +5.8% | +1.0% |
| YTD | +123.1% | +3.4% | +119.7% | +119.3% |
| 1Y | +208.6% | +27.1% | +181.5% | +185.1% |
| 3Y | -1.3% | +123.8% | -125.1% | -27.1% |
| 5Y | -48.4% | +139.6% | -188.0% | -63.9% |
| All | -5.3% | +470.4% | -475.8% | -54.5% |
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