+2,111.2%
FTNT vs UTHR
+319.3%
+1,791.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.6% | +2.8% | -1.2% | +1.1% |
| 30D | -1.9% | -2.3% | +0.4% | -1.5% |
| 3M | +14.4% | -7.4% | +21.8% | +15.7% |
| 6M | +88.7% | -6.0% | +94.6% | +89.3% |
| YTD | +100.0% | +3.4% | +96.6% | +96.5% |
| 1Y | +99.9% | +27.1% | +72.8% | +88.3% |
| 3Y | +147.9% | +123.8% | +24.1% | +100.1% |
| 5Y | +155.8% | +139.6% | +16.2% | +97.4% |
| All | +2,111.2% | +319.3% | +1,791.8% | +1,229.0% |
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