+299.0%
UTHR vs FIVN
+118.5%
+180.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | +1.9% | -7.8% | +9.8% | +2.7% |
| 30D | -2.9% | -1.7% | -1.1% | -2.8% |
| 3M | -8.9% | +47.2% | -56.0% | -12.7% |
| 6M | -8.7% | +82.7% | -91.5% | -15.4% |
| YTD | +2.0% | +52.9% | -50.9% | -4.0% |
| 1Y | +22.8% | +17.5% | +5.3% | +18.5% |
| 3Y | +120.6% | -55.8% | +176.4% | +131.8% |
| 5Y | +136.4% | -82.3% | +218.8% | +171.6% |
| All | +299.0% | +118.5% | +180.5% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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