-26.0%
FSLR vs UTHR
+40.6%
-66.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.8% |
| 7D | +10.3% | +3.8% | +6.6% | +10.7% |
| 30D | +10.4% | +13.4% | -3.0% | +11.8% |
| 3M | -20.2% | +17.3% | -37.5% | -19.0% |
| 6M | -8.0% | +4.7% | -12.7% | -8.6% |
| YTD | -25.5% | +24.9% | -50.4% | -19.1% |
| 1Y | -26.0% | +39.1% | -65.1% | -27.8% |
| All | -26.0% | +40.6% | -66.6% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling