-0.1%
FTV vs UTHR
+140.7%
-140.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -1.3% | +3.0% | -4.3% | -1.6% |
| 30D | -9.5% | -4.3% | -5.2% | -9.1% |
| 3M | -10.9% | -8.4% | -2.5% | -10.1% |
| 6M | -0.6% | -4.2% | +3.6% | -0.4% |
| YTD | +1.4% | +4.0% | -2.6% | +0.3% |
| 1Y | +17.6% | +25.5% | -7.9% | +13.4% |
| 3Y | -3.3% | +125.1% | -128.4% | -15.6% |
| 5Y | -0.1% | +140.3% | -140.5% | -14.7% |
| All | -0.1% | +140.7% | -140.9% | -14.7% |
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 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