+351.4%
VFC vs UTHR
+8,724.6%
-8,373.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -1.2% |
| 30D | +30.7% | +8.3% | +22.4% | +29.6% |
| 3M | +40.6% | +15.5% | +25.1% | +38.1% |
| 6M | +16.5% | +4.5% | +12.0% | +15.6% |
| YTD | +16.2% | +22.2% | -6.1% | +12.9% |
| 1Y | +42.4% | +29.7% | +12.7% | +37.6% |
| 3Y | +48.1% | +167.3% | -119.2% | +30.7% |
| 5Y | -67.8% | +196.5% | -264.3% | -72.1% |
| 10Y | -48.5% | +369.0% | -417.5% | -58.4% |
| All | +351.4% | +8,724.6% | -8,373.2% | +208.5% |
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