+23.0%
UTHR vs FIGR
+6.3%
+16.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +1.9% |
| 7D | -2.9% | +13.5% | -16.4% | -3.4% |
| 30D | -7.6% | +33.7% | -41.3% | -8.7% |
| 3M | -8.6% | +37.3% | -45.9% | -10.0% |
| 6M | +4.1% | +25.5% | -21.4% | +2.7% |
| YTD | +2.2% | -6.3% | +8.5% | -0.4% |
| All | +23.0% | +6.3% | +16.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling