+131.1%
FITB vs UTHR
+123.2%
+7.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | +2.8% | -2.9% | +5.7% | +3.1% |
| 30D | -4.5% | -7.6% | +3.1% | -3.8% |
| 3M | +5.7% | -8.6% | +14.2% | +6.6% |
| 6M | +17.1% | +4.1% | +13.0% | +16.1% |
| YTD | +18.3% | +2.2% | +16.1% | +17.5% |
| 1Y | +23.9% | +26.2% | -2.3% | +19.9% |
| 3Y | +131.1% | +121.2% | +9.9% | +100.6% |
| All | +131.1% | +123.2% | +7.9% | +100.6% |
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 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