+162.8%
FTNT vs UTHR
+135.8%
+27.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | -0.1% | +1.9% | -2.1% | -0.2% |
| 30D | -3.0% | -2.9% | -0.1% | -2.8% |
| 3M | +7.6% | -8.9% | +16.4% | +8.0% |
| 6M | +87.0% | -8.7% | +95.7% | +87.1% |
| YTD | +96.5% | +2.0% | +94.5% | +94.8% |
| 1Y | +92.9% | +22.8% | +70.1% | +88.2% |
| 3Y | +139.8% | +120.6% | +19.2% | +119.1% |
| All | +162.8% | +135.8% | +27.0% | +143.3% |
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 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