-28.3%
FSLY vs UTHR
+571.7%
-600.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +11.8% | +4.9% | +6.9% | +10.3% |
| 30D | -36.5% | +9.2% | -45.7% | -37.6% |
| 3M | -39.7% | +15.9% | -55.7% | -41.8% |
| 6M | -9.7% | +2.0% | -11.7% | -10.1% |
| YTD | +68.9% | +21.8% | +47.1% | +59.9% |
| 1Y | +44.5% | +28.6% | +15.9% | +34.6% |
| 3Y | +4.8% | +166.2% | -161.4% | -25.6% |
| 5Y | -66.0% | +191.8% | -257.8% | -77.4% |
| All | -28.3% | +571.7% | -600.0% | -66.9% |
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