-99.1%
FCEL vs UTHR
+313.7%
-412.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.3% |
| 7D | +6.3% | +1.9% | +4.3% | +5.8% |
| 30D | -26.7% | -2.9% | -23.8% | -26.0% |
| 3M | -10.2% | -8.9% | -1.3% | -8.2% |
| 6M | +123.5% | -8.7% | +132.2% | +127.2% |
| YTD | +117.4% | +2.0% | +115.3% | +112.7% |
| 1Y | +146.0% | +22.8% | +123.2% | +128.4% |
| 3Y | -61.9% | +120.6% | -182.5% | -71.6% |
| 5Y | -90.5% | +136.4% | -226.9% | -93.2% |
| All | -99.1% | +313.7% | -412.8% | -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