+62.3%
NEM vs UTHR
+24.4%
+37.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.3% | +2.8% | -6.1% | -3.8% |
| 30D | +7.8% | -2.3% | +10.1% | +8.3% |
| 3M | +36.3% | -7.4% | +43.6% | +38.1% |
| 6M | +6.6% | -6.0% | +12.5% | +7.7% |
| YTD | +27.1% | +3.4% | +23.7% | +26.5% |
| 1Y | +62.3% | +27.1% | +35.3% | +54.0% |
| All | +62.3% | +24.4% | +37.9% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling