+164.3%
UTHR vs FGI
+5.7%
+158.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.7% | +1.3% |
| 7D | -2.1% | +6.9% | -9.0% | -2.0% |
| 30D | +8.3% | +3.9% | +4.4% | +8.3% |
| 3M | +15.5% | +74.3% | -58.7% | +17.3% |
| 6M | +4.5% | +28.9% | -24.4% | +5.9% |
| YTD | +22.2% | +39.1% | -16.9% | +25.0% |
| 1Y | +29.7% | +49.3% | -19.6% | +33.0% |
| All | +164.3% | +5.7% | +158.6% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling