+196.0%
UTHR vs FGI
-74.8%
+270.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -25.2% | +24.8% | -0.4% |
| 7D | +5.2% | -14.4% | +19.6% | +5.2% |
| 30D | +9.5% | -11.8% | +21.2% | +9.5% |
| 3M | +17.9% | -46.2% | +64.2% | +17.7% |
| 6M | +2.0% | +5.2% | -3.2% | +2.5% |
| YTD | +21.3% | +10.5% | +10.8% | +22.2% |
| 1Y | +27.9% | +25.5% | +2.4% | +28.6% |
| 3Y | +162.3% | -16.0% | +178.3% | +163.6% |
| All | +196.0% | -74.8% | +270.8% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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