+550.1%
UTHR vs FIVN
+243.6%
+306.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | +5.2% | -2.8% | +8.0% | +5.5% |
| 30D | +9.5% | -17.4% | +26.9% | +11.2% |
| 3M | +17.9% | -19.2% | +37.1% | +19.8% |
| 6M | +2.0% | +29.4% | -27.3% | -1.6% |
| YTD | +21.3% | +36.3% | -14.9% | +15.1% |
| 1Y | +27.9% | +33.5% | -5.6% | +21.4% |
| 3Y | +162.3% | -56.8% | +219.2% | +173.9% |
| 5Y | +190.7% | -83.0% | +273.7% | +227.6% |
| 10Y | +365.5% | +87.3% | +278.2% | +297.4% |
| All | +550.1% | +243.6% | +306.4% | +436.4% |
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