+181.4%
UTHR vs FGI
-70.6%
+252.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -6.1% | -7.0% | +0.8% | -6.2% |
| 30D | +3.1% | -4.2% | +7.4% | +3.1% |
| 3M | +5.5% | +55.6% | -50.1% | +6.0% |
| 6M | -5.8% | -3.2% | -2.7% | -5.4% |
| YTD | +15.3% | +29.1% | -13.8% | +16.2% |
| 1Y | +23.8% | +51.0% | -27.2% | +24.6% |
| 3Y | +146.3% | +1.5% | +144.8% | +146.9% |
| All | +181.4% | -70.6% | +252.0% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling