-52.4%
FIS vs UTHR
+364.7%
-417.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.2% |
| 7D | +2.8% | +5.2% | -2.4% | +2.1% |
| 30D | -16.7% | +9.5% | -26.2% | -17.9% |
| 3M | -32.3% | +17.9% | -50.2% | -34.2% |
| 6M | -29.1% | +2.0% | -31.1% | -29.5% |
| YTD | -54.1% | +21.3% | -75.5% | -55.9% |
| 1Y | -53.7% | +27.9% | -81.6% | -55.9% |
| 3Y | -38.8% | +162.3% | -201.2% | -51.0% |
| 5Y | -71.1% | +190.7% | -261.8% | -78.0% |
| All | -52.4% | +364.7% | -417.1% | -70.7% |
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