-78.1%
VFC vs UTHR
+139.1%
-217.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.3% |
| 30D | -11.9% | -7.6% | -4.4% | -10.9% |
| 3M | -20.2% | -8.6% | -11.6% | -19.1% |
| 6M | -23.0% | +4.1% | -27.1% | -23.9% |
| YTD | -26.2% | +2.2% | -28.4% | -27.1% |
| 1Y | -13.3% | +26.2% | -39.5% | -17.5% |
| 3Y | -25.5% | +121.2% | -146.7% | -37.4% |
| 5Y | -78.1% | +136.5% | -214.7% | -82.8% |
| All | -78.1% | +139.1% | -217.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling