+317.0%
FWONK vs UTHR
+313.7%
+3.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +0.1% | +1.9% | -1.9% | -0.3% |
| 30D | -7.7% | -2.9% | -4.9% | -7.2% |
| 3M | +5.7% | -8.9% | +14.6% | +7.7% |
| 6M | +13.5% | -8.7% | +22.2% | +15.1% |
| YTD | -3.0% | +2.0% | -5.0% | -4.3% |
| 1Y | -6.4% | +22.8% | -29.2% | -11.6% |
| 3Y | +43.8% | +120.6% | -76.8% | +13.1% |
| 5Y | +98.6% | +136.4% | -37.9% | +48.5% |
| All | +317.0% | +313.7% | +3.3% | +136.6% |
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 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