+131.3%
FTV vs UTHR
+442.1%
-310.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.9% | +5.2% | -1.3% | +3.0% |
| 30D | +18.7% | +9.5% | +9.2% | +16.9% |
| 3M | +10.0% | +17.9% | -7.9% | +6.8% |
| 6M | +14.6% | +2.0% | +12.5% | +13.8% |
| YTD | +23.4% | +21.3% | +2.1% | +18.3% |
| 1Y | +31.3% | +27.9% | +3.4% | +24.6% |
| 3Y | +39.8% | +162.3% | -122.5% | +12.9% |
| 5Y | +17.7% | +190.7% | -173.1% | -8.6% |
| 10Y | +110.2% | +365.5% | -255.3% | +35.3% |
| All | +131.3% | +442.1% | -310.7% | +51.9% |
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