+19.2%
FXI vs UTHR
+366.4%
-347.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -4.2% | +4.9% | -9.1% | -4.8% |
| 30D | -2.0% | +9.2% | -11.2% | -3.2% |
| 3M | -5.0% | +15.9% | -20.9% | -7.1% |
| 6M | -9.6% | +2.0% | -11.6% | -10.2% |
| YTD | -11.9% | +21.8% | -33.7% | -14.8% |
| 1Y | -16.7% | +28.6% | -45.2% | -20.0% |
| 3Y | +40.6% | +166.2% | -125.6% | +17.9% |
| 5Y | -9.1% | +191.8% | -200.9% | -26.1% |
| All | +19.2% | +366.4% | -347.2% | -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 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