+770.3%
FISV vs UTHR
+7,277.3%
-6,507.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.2% | -4.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | -3.0% | -7.6% | +4.6% | -2.2% |
| 3M | -3.5% | -8.6% | +5.0% | -2.6% |
| 6M | -19.4% | +4.1% | -23.5% | -20.1% |
| YTD | -24.3% | +2.2% | -26.5% | -24.8% |
| 1Y | -62.4% | +26.2% | -88.6% | -64.0% |
| 3Y | -58.2% | +121.2% | -179.4% | -63.4% |
| 5Y | -56.5% | +136.5% | -193.1% | -62.7% |
| 10Y | -0.5% | +300.1% | -300.6% | -22.3% |
| All | +770.3% | +7,277.3% | -6,507.0% | +354.6% |
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