-65.6%
FSLY vs UTHR
+193.6%
-259.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.0% |
| 7D | -17.9% | -2.1% | -15.8% | -17.2% |
| 30D | -34.7% | +8.3% | -43.0% | -35.3% |
| 3M | -40.0% | +15.5% | -55.6% | -41.4% |
| 6M | -11.8% | +4.5% | -16.4% | -12.4% |
| YTD | +69.5% | +22.2% | +47.3% | +63.4% |
| 1Y | +44.0% | +29.7% | +14.2% | +37.0% |
| 3Y | +5.2% | +167.3% | -162.1% | -16.9% |
| 5Y | -65.6% | +196.5% | -262.1% | -74.1% |
| All | -65.6% | +193.6% | -259.2% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling