-99.1%
FCEL vs UTHR
+366.4%
-465.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | +14.8% | +4.9% | +9.9% | +13.5% |
| 30D | -33.9% | +9.2% | -43.1% | -35.2% |
| 3M | -52.7% | +15.9% | -68.6% | -54.4% |
| 6M | -40.0% | +2.0% | -42.0% | -40.5% |
| YTD | +40.2% | +21.8% | +18.5% | +30.8% |
| 1Y | +32.9% | +28.6% | +4.4% | +21.9% |
| 3Y | -66.8% | +166.2% | -233.1% | -76.7% |
| 5Y | -97.0% | +191.8% | -288.8% | -98.0% |
| All | -99.1% | +366.4% | -465.5% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling