-60.3%
FCEL vs UTHR
+125.3%
-185.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.5% | -6.9% |
| 7D | +15.1% | +3.0% | +12.1% | +14.7% |
| 30D | -16.4% | -4.3% | -12.1% | -16.0% |
| 3M | -5.3% | -8.4% | +3.1% | -4.4% |
| 6M | +124.5% | -4.2% | +128.7% | +124.6% |
| YTD | +126.7% | +4.0% | +122.7% | +123.1% |
| 1Y | +219.9% | +25.5% | +194.4% | +204.2% |
| All | -60.3% | +125.3% | -185.5% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling