+376.5%
FIS vs UTHR
+7,232.5%
-6,856.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +1.1% | -5.4% | +6.5% | +1.8% |
| 30D | -2.2% | -6.0% | +3.8% | -1.5% |
| 3M | +2.1% | -11.0% | +13.1% | +3.6% |
| 6M | -14.7% | -0.5% | -14.1% | -14.9% |
| YTD | -35.7% | +0.1% | -35.8% | -36.0% |
| 1Y | -37.1% | +28.2% | -65.2% | -39.5% |
| 3Y | -20.0% | +113.8% | -133.8% | -29.7% |
| 5Y | -62.1% | +131.3% | -193.4% | -67.5% |
| 10Y | -37.4% | +296.7% | -334.1% | -51.5% |
| All | +376.5% | +7,232.5% | -6,856.0% | +187.6% |
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