+146.0%
FCEL vs UTHR
+25.4%
+120.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.0% |
| 7D | +6.3% | +1.9% | +4.3% | +6.2% |
| 30D | -26.7% | -2.9% | -23.8% | -26.5% |
| 3M | -10.2% | -8.9% | -1.3% | -10.3% |
| 6M | +123.5% | -8.7% | +132.2% | +123.2% |
| YTD | +117.4% | +2.0% | +115.3% | +114.4% |
| 1Y | +146.0% | +22.8% | +123.2% | +99.0% |
| All | +146.0% | +25.4% | +120.6% | +99.0% |
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