+499.7%
FICO vs UTHR
+382.4%
+117.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.9% | -6.1% | +5.2% | +0.3% |
| 30D | +3.3% | +3.1% | +0.2% | +2.5% |
| 3M | -31.7% | +5.5% | -37.2% | -32.8% |
| 6M | -34.0% | -5.8% | -28.1% | -33.5% |
| YTD | -58.3% | +15.3% | -73.7% | -60.2% |
| 1Y | -57.9% | +23.8% | -81.7% | -60.5% |
| 3Y | -24.1% | +146.3% | -170.4% | -43.1% |
| 5Y | +85.3% | +177.8% | -92.5% | +28.9% |
| All | +499.7% | +382.4% | +117.3% | +220.2% |
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 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