+855.4%
NEM vs UTHR
+8,689.8%
-7,834.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | -5.9% | +4.9% | -10.8% | -6.1% |
| 30D | -2.6% | +9.2% | -11.7% | -2.9% |
| 3M | -4.2% | +15.9% | -20.2% | -4.9% |
| 6M | -5.5% | +2.0% | -7.5% | -5.6% |
| YTD | +13.5% | +21.8% | -8.2% | +12.4% |
| 1Y | +22.2% | +28.6% | -6.4% | +20.7% |
| 3Y | +249.0% | +166.2% | +82.7% | +234.0% |
| 5Y | +120.1% | +191.8% | -71.7% | +109.5% |
| 10Y | +356.3% | +367.2% | -10.9% | +324.6% |
| All | +855.4% | +8,689.8% | -7,834.4% | +940.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling