-68.7%
VFC vs UTHR
+310.6%
-379.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -2.3% | +3.0% | -5.4% | -2.9% |
| 30D | -13.4% | -4.3% | -9.0% | -12.7% |
| 3M | -23.7% | -8.4% | -15.3% | -22.6% |
| 6M | -24.5% | -4.2% | -20.2% | -24.2% |
| YTD | -27.8% | +4.0% | -31.9% | -29.1% |
| 1Y | -13.5% | +25.5% | -39.0% | -18.2% |
| 3Y | -27.1% | +125.1% | -152.2% | -40.6% |
| 5Y | -79.0% | +140.3% | -219.3% | -83.5% |
| 10Y | -68.7% | +322.5% | -391.2% | -80.3% |
| All | -68.7% | +310.6% | -379.3% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling