-71.6%
FIS vs UTHR
+180.2%
-251.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -25.5% | -6.1% | -19.3% | -25.3% |
| 30D | -15.1% | +3.1% | -18.2% | -15.2% |
| 3M | -32.1% | +5.5% | -37.6% | -32.3% |
| 6M | -36.1% | -5.8% | -30.2% | -35.9% |
| YTD | -55.4% | +15.3% | -70.7% | -55.8% |
| 1Y | -53.9% | +23.8% | -77.7% | -54.4% |
| 3Y | -39.8% | +146.3% | -186.1% | -44.9% |
| All | -71.6% | +180.2% | -251.7% | -76.0% |
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