-3.2%
FSLY vs UTHR
+125.3%
-128.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.5% |
| 7D | +11.2% | +3.0% | +8.2% | +10.8% |
| 30D | -18.2% | -4.3% | -13.8% | -17.8% |
| 3M | +21.9% | -8.4% | +30.3% | +23.1% |
| 6M | +4.0% | -4.2% | +8.3% | +4.8% |
| YTD | +123.1% | +4.0% | +119.1% | +121.5% |
| 1Y | +196.9% | +25.5% | +171.4% | +186.3% |
| All | -3.2% | +125.3% | -128.5% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling