+2.0%
FISV vs UTHR
+313.7%
-311.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.8% | +5.6% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | 0.0% | -2.9% | +2.9% | +0.3% |
| 3M | -2.8% | -8.9% | +6.1% | -1.8% |
| 6M | -11.8% | -8.7% | -3.1% | -11.1% |
| YTD | -23.2% | +2.0% | -25.2% | -23.8% |
| 1Y | -62.0% | +22.8% | -84.8% | -63.7% |
| 3Y | -57.6% | +120.6% | -178.2% | -65.1% |
| 5Y | -53.4% | +136.4% | -189.8% | -63.1% |
| All | +2.0% | +313.7% | -311.7% | -34.6% |
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 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