-33.2%
FSLR vs UTHR
+29.3%
-62.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.6% |
| 7D | -14.8% | +5.2% | -20.0% | -14.2% |
| 30D | -4.3% | +9.5% | -13.8% | -3.2% |
| 3M | -23.4% | +17.9% | -41.3% | -21.8% |
| 6M | -26.9% | +2.0% | -29.0% | -27.6% |
| YTD | -34.4% | +21.3% | -55.7% | -28.4% |
| 1Y | -33.2% | +27.9% | -61.1% | -29.3% |
| All | -33.2% | +29.3% | -62.5% | -29.3% |
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