+74.9%
FSLR vs UTHR
+179.7%
-104.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +15.3% | -6.1% | +21.5% | +15.6% |
| 30D | +11.7% | +3.1% | +8.5% | +11.5% |
| 3M | -17.6% | +5.5% | -23.1% | -17.8% |
| 6M | -7.7% | -5.8% | -1.9% | -7.7% |
| YTD | -23.0% | +15.3% | -38.3% | -23.5% |
| 1Y | -26.0% | +23.8% | -49.8% | -26.9% |
| 3Y | +36.9% | +146.3% | -109.4% | +22.3% |
| All | +74.9% | +179.7% | -104.8% | +57.3% |
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 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