+171.5%
FITB vs UTHR
+7,123.9%
-6,952.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +0.6% | -5.4% | +6.0% | +1.4% |
| 30D | -4.7% | -6.0% | +1.3% | -3.9% |
| 3M | +6.7% | -11.0% | +17.6% | +8.5% |
| 6M | +12.6% | -0.5% | +13.1% | +12.1% |
| YTD | +19.1% | +0.1% | +19.0% | +18.4% |
| 1Y | +22.6% | +28.2% | -5.5% | +16.9% |
| 3Y | +127.1% | +113.8% | +13.3% | +95.5% |
| 5Y | +71.8% | +131.3% | -59.5% | +44.7% |
| 10Y | +287.2% | +296.7% | -9.5% | +192.8% |
| All | +171.5% | +7,123.9% | -6,952.4% | +62.8% |
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