0.0%
FSLR vs UTHR
+28.4%
-28.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.5% | -4.5% |
| 7D | +0.2% | +3.0% | -2.8% | +0.6% |
| 30D | -15.1% | -4.3% | -10.8% | -15.7% |
| 3M | -22.5% | -8.4% | -14.2% | -23.6% |
| 6M | +4.0% | -4.2% | +8.2% | +3.8% |
| YTD | -22.3% | +4.0% | -26.3% | -18.7% |
| 1Y | 0.0% | +25.5% | -25.5% | +6.0% |
| All | 0.0% | +28.4% | -28.4% | +6.0% |
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