+284.2%
NEE vs UTHR
+364.7%
-80.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.1% | +5.2% | -7.3% | -2.6% |
| 30D | +8.6% | +9.5% | -0.9% | +7.5% |
| 3M | -0.3% | +17.9% | -18.2% | -2.2% |
| 6M | -8.9% | +2.0% | -10.9% | -9.3% |
| YTD | +8.3% | +21.3% | -13.0% | +5.5% |
| 1Y | +4.3% | +27.9% | -23.6% | +1.0% |
| 3Y | +70.7% | +162.3% | -91.6% | +48.3% |
| 5Y | +12.8% | +190.7% | -177.9% | -4.1% |
| All | +284.2% | +364.7% | -80.5% | +196.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling