-99.8%
FCEL vs UTHR
+7,123.9%
-7,223.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -15.8% | -5.4% | -10.4% | -14.6% |
| 30D | -29.3% | -6.0% | -23.2% | -28.1% |
| 3M | -30.1% | -11.0% | -19.2% | -28.2% |
| 6M | +74.4% | -0.5% | +75.0% | +73.1% |
| YTD | +104.5% | +0.1% | +104.4% | +101.5% |
| 1Y | +281.4% | +28.2% | +253.2% | +254.0% |
| 3Y | -66.1% | +113.8% | -179.9% | -73.3% |
| 5Y | -91.9% | +131.3% | -223.2% | -93.8% |
| 10Y | -99.2% | +296.7% | -395.9% | -99.5% |
| All | -99.8% | +7,123.9% | -7,223.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling