+1,208.1%
FCX vs UTHR
+8,658.1%
-7,449.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.3% | +5.2% | -5.5% | -1.1% |
| 30D | -14.7% | +9.5% | -24.2% | -16.0% |
| 3M | -11.2% | +17.9% | -29.1% | -13.8% |
| 6M | -11.4% | +2.0% | -13.4% | -12.0% |
| YTD | +17.7% | +21.3% | -3.6% | +13.1% |
| 1Y | +47.5% | +27.9% | +19.6% | +40.5% |
| 3Y | +83.9% | +162.3% | -78.5% | +52.4% |
| 5Y | +54.0% | +190.7% | -136.8% | +24.1% |
| 10Y | +372.9% | +365.5% | +7.4% | +247.9% |
| All | +1,208.1% | +8,658.1% | -7,449.9% | +718.6% |
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