+44.5%
FSLY vs UTHR
+30.1%
+14.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -36.6% |
| 3M | -39.7% | +15.9% | -55.7% | -40.1% |
| 6M | -9.7% | +2.0% | -11.7% | -8.0% |
| YTD | +68.9% | +21.8% | +47.1% | +70.2% |
| 1Y | +44.5% | +28.6% | +15.9% | +55.2% |
| All | +44.5% | +30.1% | +14.3% | +55.2% |
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