+25.2%
UTHR vs FIGR
+5.9%
+19.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.0% | +14.9% | -11.8% | +2.4% |
| 30D | -4.3% | +32.3% | -36.6% | -5.4% |
| 3M | -8.4% | +34.8% | -43.2% | -9.7% |
| 6M | -4.2% | +16.8% | -21.0% | -5.3% |
| YTD | +4.0% | -6.7% | +10.7% | +1.3% |
| All | +25.2% | +5.9% | +19.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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