+92.9%
FICO vs UTHR
+193.6%
-100.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +4.0% | -2.1% | +6.1% | +4.1% |
| 30D | -1.5% | +8.3% | -9.8% | -2.1% |
| 3M | -29.8% | +15.5% | -45.3% | -30.6% |
| 6M | -33.3% | +4.5% | -37.8% | -33.6% |
| YTD | -56.9% | +22.2% | -79.1% | -57.7% |
| 1Y | -59.5% | +29.7% | -89.2% | -60.4% |
| 3Y | -26.9% | +167.3% | -194.2% | -34.3% |
| 5Y | +92.9% | +196.5% | -103.6% | +64.2% |
| All | +92.9% | +193.6% | -100.7% | +64.2% |
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 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