+1,502.5%
FCX vs UTHR
+7,123.9%
-5,621.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -4.9% | -5.4% | +0.5% | -4.0% |
| 30D | +4.8% | -6.0% | +10.9% | +5.8% |
| 3M | +4.6% | -11.0% | +15.6% | +6.4% |
| 6M | +10.8% | -0.5% | +11.4% | +10.4% |
| YTD | +44.2% | +0.1% | +44.1% | +43.3% |
| 1Y | +59.6% | +28.2% | +31.4% | +52.0% |
| 3Y | +82.2% | +113.8% | -31.6% | +56.4% |
| 5Y | +115.6% | +131.3% | -15.7% | +80.7% |
| 10Y | +670.6% | +296.7% | +373.8% | +484.0% |
| All | +1,502.5% | +7,123.9% | -5,621.3% | +937.1% |
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 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