+247.6%
FIS vs UTHR
+8,857.3%
-8,609.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.6% |
| 7D | +1.5% | -2.1% | +3.6% | +1.7% |
| 30D | -11.8% | +8.3% | -20.1% | -12.8% |
| 3M | -28.5% | +15.5% | -44.1% | -30.1% |
| 6M | -27.0% | +4.5% | -31.6% | -27.7% |
| YTD | -53.1% | +22.2% | -75.3% | -54.6% |
| 1Y | -52.8% | +29.7% | -82.5% | -54.6% |
| 3Y | -37.5% | +167.3% | -204.8% | -46.7% |
| 5Y | -71.1% | +196.5% | -267.6% | -76.0% |
| 10Y | -52.0% | +369.0% | -421.0% | -63.7% |
| All | +247.6% | +8,857.3% | -8,609.7% | +104.1% |
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