+353.6%
VFC vs UTHR
+8,620.1%
-8,266.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +3.5% | -2.1% | +5.6% | +3.7% |
| 30D | +38.3% | +7.2% | +31.1% | +37.2% |
| 3M | +40.2% | +11.1% | +29.0% | +38.3% |
| 6M | +10.6% | +4.2% | +6.4% | +9.8% |
| YTD | +16.7% | +20.8% | -4.1% | +13.6% |
| 1Y | +45.0% | +29.7% | +15.3% | +40.0% |
| 3Y | +48.8% | +164.1% | -115.4% | +31.5% |
| 5Y | -67.6% | +190.7% | -258.2% | -71.9% |
| 10Y | -47.5% | +355.4% | -402.9% | -57.5% |
| All | +353.6% | +8,620.1% | -8,266.6% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling