-59.8%
FISV vs UTHR
+124.0%
-183.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | -7.2% | +2.8% | -10.0% | -7.0% |
| 30D | -7.2% | -2.3% | -4.9% | -7.3% |
| 3M | -8.2% | -7.4% | -0.8% | -8.5% |
| 6M | -17.7% | -6.0% | -11.7% | -17.9% |
| YTD | -27.2% | +3.4% | -30.6% | -26.7% |
| 1Y | -63.0% | +27.1% | -90.0% | -61.8% |
| All | -59.8% | +124.0% | -183.7% | -59.5% |
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