-8.2%
VFC vs UTHR
+23.3%
-31.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -1.6% | -5.4% | +3.8% | -1.1% |
| 30D | -11.6% | -6.0% | -5.6% | -11.1% |
| 3M | -18.1% | -11.0% | -7.1% | -17.1% |
| 6M | -27.4% | -0.5% | -26.8% | -27.4% |
| YTD | -24.8% | +0.1% | -24.9% | -25.3% |
| 1Y | -8.2% | +28.2% | -36.4% | -17.9% |
| All | -8.2% | +23.3% | -31.5% | -17.9% |
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