+281.4%
FCEL vs UTHR
+23.3%
+258.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -15.8% | -5.4% | -10.4% | -15.4% |
| 30D | -29.3% | -6.0% | -23.2% | -28.8% |
| 3M | -30.1% | -11.0% | -19.2% | -29.6% |
| 6M | +74.4% | -0.5% | +75.0% | +72.1% |
| YTD | +104.5% | +0.1% | +104.4% | +100.8% |
| 1Y | +281.4% | +28.2% | +253.2% | +203.3% |
| All | +281.4% | +23.3% | +258.1% | +203.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling