+131.2%
FTV vs UTHR
+446.2%
-315.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -0.7% | -2.1% | +1.5% | -0.3% |
| 30D | +18.3% | +8.3% | +10.1% | +16.8% |
| 3M | +10.2% | +15.5% | -5.3% | +7.3% |
| 6M | +12.8% | +4.5% | +8.3% | +11.6% |
| YTD | +23.4% | +22.2% | +1.1% | +18.1% |
| 1Y | +31.4% | +29.7% | +1.7% | +24.4% |
| 3Y | +38.7% | +167.3% | -128.6% | +11.6% |
| 5Y | +18.6% | +196.5% | -177.9% | -8.2% |
| 10Y | +110.1% | +369.0% | -258.9% | +35.0% |
| All | +131.2% | +446.2% | -315.0% | +51.6% |
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