+102.7%
FCX vs UTHR
+123.2%
-20.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +5.1% |
| 7D | +5.7% | -2.9% | +8.6% | +6.1% |
| 30D | +10.1% | -7.6% | +17.6% | +11.1% |
| 3M | +20.2% | -8.6% | +28.8% | +21.4% |
| 6M | +29.7% | +4.1% | +25.5% | +28.5% |
| YTD | +51.9% | +2.2% | +49.7% | +50.8% |
| 1Y | +66.0% | +26.2% | +39.8% | +60.0% |
| 3Y | +102.7% | +121.2% | -18.4% | +74.2% |
| All | +102.7% | +123.2% | -20.4% | +74.2% |
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