+99.9%
FTNT vs UTHR
+24.4%
+75.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +1.6% | +2.8% | -1.2% | +1.9% |
| 30D | -1.9% | -2.3% | +0.4% | -2.1% |
| 3M | +14.4% | -7.4% | +21.8% | +13.3% |
| 6M | +88.7% | -6.0% | +94.6% | +85.3% |
| YTD | +100.0% | +3.4% | +96.6% | +95.2% |
| 1Y | +99.9% | +27.1% | +72.8% | +94.8% |
| All | +99.9% | +24.4% | +75.4% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling