-99.1%
FCEL vs UTHR
+364.7%
-463.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | -2.8% | +5.2% | -8.0% | -4.0% |
| 30D | -31.6% | +9.5% | -41.1% | -33.1% |
| 3M | -52.4% | +17.9% | -70.3% | -54.4% |
| 6M | -51.4% | +2.0% | -53.4% | -51.8% |
| YTD | +32.4% | +21.3% | +11.1% | +23.7% |
| 1Y | +37.5% | +27.9% | +9.6% | +26.3% |
| 3Y | -69.3% | +162.3% | -231.6% | -78.3% |
| 5Y | -97.1% | +190.7% | -287.9% | -98.1% |
| All | -99.1% | +364.7% | -463.8% | -99.6% |
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