+420.9%
FSLR vs UTHR
+366.4%
+54.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -12.0% | +4.9% | -16.9% | -12.7% |
| 30D | -7.7% | +9.2% | -16.8% | -9.1% |
| 3M | -24.0% | +15.9% | -40.0% | -26.2% |
| 6M | -24.4% | +2.0% | -26.4% | -25.1% |
| YTD | -34.0% | +21.8% | -55.8% | -37.2% |
| 1Y | -35.6% | +28.6% | -64.1% | -39.3% |
| 3Y | +28.7% | +166.2% | -137.6% | -2.0% |
| 5Y | +55.3% | +191.8% | -136.5% | +12.9% |
| All | +420.9% | +366.4% | +54.5% | +208.9% |
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