+123.6%
UTHR vs FIVN
-55.8%
+179.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.8% | -11.3% | +14.1% | +3.4% |
| 30D | -2.3% | -7.3% | +5.0% | -2.0% |
| 3M | -7.4% | +41.7% | -49.1% | -9.3% |
| 6M | -6.0% | +78.3% | -84.2% | -10.1% |
| YTD | +3.4% | +50.9% | -47.5% | 0.0% |
| 1Y | +27.1% | +19.7% | +7.4% | +25.5% |
| All | +123.6% | -55.8% | +179.5% | +137.7% |
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