+447.6%
UTHR vs FIVN
+292.8%
+154.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.1% | +8.3% | +2.7% |
| 7D | -2.9% | -8.2% | +5.4% | -2.1% |
| 30D | -7.6% | -8.1% | +0.5% | -7.0% |
| 3M | -8.6% | +34.9% | -43.5% | -11.6% |
| 6M | +4.1% | +72.6% | -68.5% | -2.7% |
| YTD | +2.2% | +55.8% | -53.6% | -3.9% |
| 1Y | +26.2% | +17.1% | +9.0% | +21.9% |
| 3Y | +121.2% | -54.3% | +175.5% | +130.5% |
| 5Y | +136.5% | -81.6% | +218.1% | +165.2% |
| 10Y | +300.1% | +109.2% | +190.9% | +238.9% |
| All | +447.6% | +292.8% | +154.8% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling