+101.7%
FICO vs UTHR
+133.0%
-31.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.1% | -16.6% |
| 7D | -19.2% | -5.4% | -13.8% | -18.9% |
| 30D | -14.6% | -6.0% | -8.5% | -14.2% |
| 3M | -20.1% | -11.0% | -9.1% | -19.4% |
| 6M | -36.3% | -0.5% | -35.8% | -36.4% |
| YTD | -44.9% | +0.1% | -44.9% | -45.1% |
| 1Y | -38.6% | +28.2% | -66.8% | -40.1% |
| 3Y | +4.0% | +113.8% | -109.8% | -5.2% |
| All | +101.7% | +133.0% | -31.4% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling