+9,303.7%
FTNT vs UTHR
+987.7%
+8,316.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.8% | -5.4% | -0.4% | -4.7% |
| 30D | -4.8% | -6.0% | +1.3% | -3.5% |
| 3M | +4.4% | -11.0% | +15.4% | +6.9% |
| 6M | +88.8% | -0.5% | +89.3% | +87.0% |
| YTD | +96.8% | +0.1% | +96.7% | +94.0% |
| 1Y | +104.5% | +28.2% | +76.3% | +89.5% |
| 3Y | +156.8% | +113.8% | +42.9% | +101.1% |
| 5Y | +144.1% | +131.3% | +12.7% | +82.0% |
| 10Y | +2,021.8% | +296.7% | +1,725.1% | +1,155.1% |
| All | +9,303.7% | +987.7% | +8,316.0% | +3,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling