+211.6%
FTI vs UTHR
+166.1%
+45.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.1% |
| 7D | +4.3% | +5.2% | -0.9% | +3.9% |
| 30D | -4.7% | +9.5% | -14.1% | -5.4% |
| 3M | -13.5% | +17.9% | -31.5% | -14.8% |
| 6M | -8.7% | +2.0% | -10.7% | -8.8% |
| YTD | +49.0% | +21.3% | +27.7% | +45.2% |
| 1Y | +54.0% | +27.9% | +26.1% | +49.0% |
| 3Y | +211.6% | +162.3% | +49.3% | +151.9% |
| All | +211.6% | +166.1% | +45.5% | +151.9% |
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