+123.5%
FSLR vs UTHR
+139.1%
-15.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.2% |
| 7D | +6.8% | -2.9% | +9.7% | +6.9% |
| 30D | -14.7% | -7.6% | -7.1% | -14.5% |
| 3M | -22.6% | -8.6% | -14.0% | -22.3% |
| 6M | +12.7% | +4.1% | +8.6% | +12.4% |
| YTD | -18.4% | +2.2% | -20.6% | -18.5% |
| 1Y | +4.9% | +26.2% | -21.2% | +3.1% |
| 3Y | +16.4% | +121.2% | -104.8% | +4.5% |
| 5Y | +123.5% | +136.5% | -13.1% | +106.8% |
| All | +123.5% | +139.1% | -15.6% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling