-90.5%
FCEL vs UTHR
+140.7%
-231.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.5% | -7.0% |
| 7D | +15.1% | +3.0% | +12.1% | +14.5% |
| 30D | -16.4% | -4.3% | -12.1% | -15.8% |
| 3M | -5.3% | -8.4% | +3.1% | -4.0% |
| 6M | +124.5% | -4.2% | +128.7% | +124.9% |
| YTD | +126.7% | +4.0% | +122.7% | +122.4% |
| 1Y | +219.9% | +25.5% | +194.4% | +201.7% |
| 3Y | -61.6% | +125.1% | -186.8% | -69.5% |
| 5Y | -90.5% | +140.3% | -230.8% | -91.8% |
| All | -90.5% | +140.7% | -231.3% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling