+1,107.3%
FTI vs UTHR
+140.2%
+967.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -2.3% | +3.0% | -5.3% | -2.8% |
| 30D | +5.0% | -4.3% | +9.3% | +5.6% |
| 3M | +13.8% | -8.4% | +22.2% | +15.1% |
| 6M | +22.9% | -4.2% | +27.1% | +23.0% |
| YTD | +75.0% | +4.0% | +71.0% | +72.1% |
| 1Y | +96.9% | +25.5% | +71.4% | +86.9% |
| 3Y | +276.7% | +125.1% | +151.6% | +207.5% |
| All | +1,107.3% | +140.2% | +967.2% | +818.2% |
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