+75.9%
FTV vs UTHR
+319.3%
-243.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -5.2% | +2.8% | -8.0% | -5.6% |
| 30D | -11.5% | -2.3% | -9.3% | -11.2% |
| 3M | -9.0% | -7.4% | -1.6% | -8.0% |
| 6M | -2.0% | -6.0% | +3.9% | -1.4% |
| YTD | -0.9% | +3.4% | -4.4% | -2.4% |
| 1Y | +14.8% | +27.1% | -12.3% | +8.9% |
| 3Y | -5.5% | +123.8% | -129.3% | -21.8% |
| 5Y | -1.9% | +139.6% | -141.5% | -21.4% |
| All | +75.9% | +319.3% | -243.4% | +13.7% |
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