+108.4%
FTV vs UTHR
+366.4%
-258.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.7% | +4.9% | -1.2% | +2.9% |
| 30D | +16.8% | +9.2% | +7.7% | +15.2% |
| 3M | +10.4% | +15.9% | -5.6% | +7.4% |
| 6M | +12.8% | +2.0% | +10.8% | +12.1% |
| YTD | +23.3% | +21.8% | +1.5% | +18.0% |
| 1Y | +31.0% | +28.6% | +2.4% | +24.1% |
| 3Y | +38.6% | +166.2% | -127.7% | +11.2% |
| 5Y | +17.6% | +191.8% | -174.2% | -9.2% |
| All | +108.4% | +366.4% | -258.0% | +33.5% |
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