+192.1%
VFC vs UTHR
+7,123.9%
-6,931.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -1.6% | -5.4% | +3.8% | -1.0% |
| 30D | -11.6% | -6.0% | -5.6% | -11.1% |
| 3M | -18.1% | -11.0% | -7.1% | -17.2% |
| 6M | -27.4% | -0.5% | -26.8% | -27.5% |
| YTD | -24.8% | +0.1% | -24.9% | -25.2% |
| 1Y | -8.2% | +28.2% | -36.4% | -11.1% |
| 3Y | -29.1% | +113.8% | -142.9% | -35.8% |
| 5Y | -79.2% | +131.3% | -210.5% | -81.4% |
| 10Y | -68.1% | +296.7% | -364.8% | -73.7% |
| All | +192.1% | +7,123.9% | -6,931.8% | +104.4% |
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