+280.3%
FITB vs UTHR
+321.8%
-41.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -0.4% | +3.0% | -3.4% | -1.2% |
| 30D | -5.1% | -4.3% | -0.8% | -4.2% |
| 3M | +3.5% | -8.4% | +11.9% | +5.6% |
| 6M | +17.2% | -4.2% | +21.4% | +17.7% |
| YTD | +17.6% | +4.0% | +13.6% | +15.0% |
| 1Y | +23.4% | +25.5% | -2.2% | +14.2% |
| 3Y | +129.7% | +125.1% | +4.6% | +70.1% |
| 5Y | +68.4% | +140.3% | -71.9% | +18.8% |
| All | +280.3% | +321.8% | -41.5% | +94.2% |
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