+282.0%
FITB vs UTHR
+319.3%
-37.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.0% | +2.8% | -3.8% | -1.7% |
| 30D | -5.5% | -2.3% | -3.2% | -5.1% |
| 3M | +4.1% | -7.4% | +11.5% | +5.9% |
| 6M | +18.7% | -6.0% | +24.7% | +19.8% |
| YTD | +18.2% | +3.4% | +14.8% | +15.7% |
| 1Y | +23.7% | +27.1% | -3.4% | +14.1% |
| 3Y | +130.8% | +123.8% | +7.0% | +71.1% |
| 5Y | +69.8% | +139.6% | -69.9% | +19.9% |
| All | +282.0% | +319.3% | -37.3% | +95.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling