+191.6%
UTHR vs FGI
-70.0%
+261.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.6% |
| 7D | -2.3% | -1.4% | -0.9% | -2.3% |
| 30D | +6.1% | -3.2% | +9.3% | +6.1% |
| 3M | +8.1% | +64.1% | -56.0% | +8.7% |
| 6M | +3.1% | +17.2% | -14.1% | +3.6% |
| YTD | +19.5% | +31.6% | -12.0% | +20.4% |
| 1Y | +29.7% | +45.1% | -15.3% | +30.6% |
| 3Y | +162.7% | -2.0% | +164.7% | +164.4% |
| All | +191.6% | -70.0% | +261.6% | +204.4% |
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