+13.3%
FSLR vs UTHR
+118.3%
-105.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | 0.0% | -5.4% | +5.4% | 0.0% |
| 30D | -13.7% | -6.0% | -7.6% | -13.7% |
| 3M | -35.1% | -11.0% | -24.1% | -35.2% |
| 6M | +3.6% | -0.5% | +4.2% | +3.6% |
| YTD | -21.7% | +0.1% | -21.8% | -21.5% |
| 1Y | +1.3% | +28.2% | -26.9% | +0.6% |
| All | +13.3% | +118.3% | -105.0% | 0.0% |
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 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