-39.8%
FIS vs UTHR
+148.2%
-188.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -25.5% | -6.1% | -19.3% | -25.5% |
| 30D | -15.1% | +3.1% | -18.2% | -15.1% |
| 3M | -32.1% | +5.5% | -37.6% | -32.1% |
| 6M | -36.1% | -5.8% | -30.2% | -35.9% |
| YTD | -55.4% | +15.3% | -70.7% | -55.4% |
| 1Y | -53.9% | +23.8% | -77.7% | -53.9% |
| All | -39.8% | +148.2% | -188.0% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling