+724.1%
FCX vs UTHR
+310.6%
+413.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | +3.1% | +3.0% | +0.1% | +2.2% |
| 30D | +8.1% | -4.3% | +12.4% | +9.5% |
| 3M | +18.9% | -8.4% | +27.3% | +21.9% |
| 6M | +26.6% | -4.2% | +30.8% | +27.3% |
| YTD | +51.2% | +4.0% | +47.1% | +47.1% |
| 1Y | +75.6% | +25.5% | +50.0% | +59.9% |
| 3Y | +101.7% | +125.1% | -23.4% | +39.3% |
| 5Y | +134.6% | +140.3% | -5.7% | +51.6% |
| 10Y | +724.1% | +322.5% | +401.7% | +258.1% |
| All | +724.1% | +310.6% | +413.6% | +258.1% |
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