+44.6%
FSLR vs UTHR
+157.2%
-112.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.4% | -4.7% |
| 7D | +5.3% | -2.3% | +7.5% | +5.2% |
| 30D | +7.8% | +6.1% | +1.7% | +7.9% |
| 3M | -23.4% | +8.1% | -31.5% | -23.3% |
| 6M | -12.9% | +3.1% | -16.0% | -12.9% |
| YTD | -26.7% | +19.5% | -46.2% | -26.1% |
| 1Y | -28.4% | +29.7% | -58.2% | -28.0% |
| 3Y | +44.6% | +162.7% | -118.1% | +21.1% |
| All | +44.6% | +157.2% | -112.7% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling