+55.6%
VFC vs UTHR
+40.6%
+15.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.4% |
| 7D | +21.5% | +3.8% | +17.7% | +21.4% |
| 30D | +46.7% | +13.4% | +33.2% | +46.2% |
| 3M | +38.4% | +17.3% | +21.1% | +38.6% |
| 6M | +15.2% | +4.7% | +10.5% | +16.5% |
| YTD | +17.8% | +24.9% | -7.1% | +17.3% |
| 1Y | +55.6% | +39.1% | +16.4% | +47.3% |
| All | +55.6% | +40.6% | +15.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 1y: compounded portfolio wealth divided by compounded UTHR 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…
1y analysis · Full analysis span regression · 6 months rolling