+76.9%
FICO vs UTHR
+179.7%
-102.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -0.9% | -6.1% | +5.2% | -0.5% |
| 30D | +3.3% | +3.1% | +0.2% | +3.0% |
| 3M | -31.7% | +5.5% | -37.2% | -32.0% |
| 6M | -34.0% | -5.8% | -28.1% | -33.8% |
| YTD | -58.3% | +15.3% | -73.7% | -58.9% |
| 1Y | -57.9% | +23.8% | -81.7% | -58.8% |
| 3Y | -24.1% | +146.3% | -170.4% | -31.1% |
| All | +76.9% | +179.7% | -102.8% | +52.3% |
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