-50.2%
FSLY vs UTHR
+140.7%
-191.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.3% |
| 7D | +11.2% | +3.0% | +8.2% | +10.6% |
| 30D | -18.2% | -4.3% | -13.8% | -17.6% |
| 3M | +21.9% | -8.4% | +30.3% | +23.6% |
| 6M | +4.0% | -4.2% | +8.3% | +4.7% |
| YTD | +123.1% | +4.0% | +119.1% | +120.2% |
| 1Y | +196.9% | +25.5% | +171.4% | +180.4% |
| 3Y | -1.3% | +125.1% | -126.4% | -22.0% |
| 5Y | -50.2% | +140.3% | -190.5% | -61.4% |
| All | -50.2% | +140.7% | -191.0% | -61.4% |
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