+14.2%
FXI vs UTHR
+319.3%
-305.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.8% | +2.8% | -5.6% | -3.2% |
| 30D | -3.7% | -2.3% | -1.4% | -3.4% |
| 3M | -0.4% | -7.4% | +7.0% | +0.5% |
| 6M | -5.4% | -6.0% | +0.5% | -4.9% |
| YTD | -9.6% | +3.4% | -13.0% | -10.4% |
| 1Y | -11.9% | +27.1% | -39.0% | -15.2% |
| 3Y | +37.8% | +123.8% | -86.0% | +18.7% |
| 5Y | -7.0% | +139.6% | -146.7% | -22.0% |
| All | +14.2% | +319.3% | -305.1% | -16.9% |
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 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