+9,202.5%
FICO vs UTHR
+7,123.9%
+2,078.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.1% | -16.6% |
| 7D | -19.2% | -5.4% | -13.8% | -18.5% |
| 30D | -14.6% | -6.0% | -8.5% | -13.8% |
| 3M | -20.1% | -11.0% | -9.1% | -18.7% |
| 6M | -36.3% | -0.5% | -35.8% | -36.6% |
| YTD | -44.9% | +0.1% | -44.9% | -45.2% |
| 1Y | -38.6% | +28.2% | -66.8% | -41.5% |
| 3Y | +4.0% | +113.8% | -109.8% | -10.8% |
| 5Y | +99.5% | +131.3% | -31.8% | +66.6% |
| 10Y | +604.7% | +296.7% | +308.0% | +425.7% |
| All | +9,202.5% | +7,123.9% | +2,078.6% | +4,349.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling