+3,076.9%
FTAI vs UTHR
+313.7%
+2,763.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.7% | +3.6% |
| 7D | -5.2% | +1.9% | -7.2% | -5.6% |
| 30D | -17.9% | -2.9% | -15.1% | -17.5% |
| 3M | -22.7% | -8.9% | -13.9% | -21.3% |
| 6M | -28.0% | -8.7% | -19.3% | -26.8% |
| YTD | -5.0% | +2.0% | -7.0% | -5.9% |
| 1Y | +10.4% | +22.8% | -12.4% | +4.6% |
| 3Y | +425.2% | +120.6% | +304.6% | +315.4% |
| 5Y | +890.3% | +136.4% | +753.9% | +655.6% |
| All | +3,076.9% | +313.7% | +2,763.2% | +1,843.4% |
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 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