+141.6%
FTNT vs UTHR
+125.3%
+16.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.2% |
| 7D | +1.7% | +3.0% | -1.3% | +1.7% |
| 30D | -4.3% | -4.3% | +0.1% | -4.2% |
| 3M | +13.6% | -8.4% | +22.0% | +13.7% |
| 6M | +87.6% | -4.2% | +91.8% | +86.9% |
| YTD | +98.0% | +4.0% | +94.0% | +96.0% |
| 1Y | +96.9% | +25.5% | +71.4% | +92.7% |
| All | +141.6% | +125.3% | +16.3% | +123.3% |
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