+545.7%
FICO vs UTHR
+349.3%
+196.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +0.9% | -2.1% | +3.0% | +1.2% |
| 30D | +9.4% | +7.2% | +2.3% | +7.7% |
| 3M | -30.4% | +11.1% | -41.5% | -32.2% |
| 6M | -35.1% | +4.2% | -39.3% | -36.0% |
| YTD | -56.8% | +20.8% | -77.6% | -59.1% |
| 1Y | -58.4% | +29.7% | -88.1% | -61.3% |
| 3Y | -26.7% | +164.1% | -190.8% | -46.1% |
| 5Y | +88.0% | +190.7% | -102.7% | +29.2% |
| 10Y | +545.7% | +355.4% | +190.3% | +240.6% |
| All | +545.7% | +349.3% | +196.4% | +240.6% |
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 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