+250.5%
NEM vs UTHR
+125.3%
+125.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | +3.1% | +3.0% | 0.0% | +2.7% |
| 30D | +10.0% | -4.3% | +14.3% | +10.6% |
| 3M | +30.9% | -8.4% | +39.3% | +32.2% |
| 6M | +10.5% | -4.2% | +14.8% | +11.0% |
| YTD | +29.7% | +4.0% | +25.7% | +28.8% |
| 1Y | +71.1% | +25.5% | +45.6% | +66.4% |
| All | +250.5% | +125.3% | +125.2% | +206.8% |
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 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