+249.0%
NEM vs UTHR
+167.1%
+81.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | -5.9% | +4.9% | -10.8% | -6.4% |
| 30D | -2.6% | +9.2% | -11.7% | -3.5% |
| 3M | -4.2% | +15.9% | -20.2% | -5.9% |
| 6M | -5.5% | +2.0% | -7.5% | -5.8% |
| YTD | +13.5% | +21.8% | -8.2% | +10.7% |
| 1Y | +22.2% | +28.6% | -6.4% | +18.4% |
| All | +249.0% | +167.1% | +81.9% | +222.9% |
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