+162.3%
UTHR vs FIVN
-56.5%
+218.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | +5.2% | -2.8% | +8.0% | +5.4% |
| 30D | +9.5% | -17.4% | +26.9% | +10.6% |
| 3M | +17.9% | -19.2% | +37.1% | +19.2% |
| 6M | +2.0% | +29.4% | -27.3% | +0.2% |
| YTD | +21.3% | +36.3% | -14.9% | +18.0% |
| 1Y | +27.9% | +33.5% | -5.6% | +24.5% |
| 3Y | +162.3% | -56.8% | +219.2% | +181.8% |
| All | +162.3% | -56.5% | +218.8% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling