+140.2%
NI vs UTHR
+313.7%
-173.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.2% |
| 30D | -1.4% | -2.9% | +1.5% | -1.1% |
| 3M | -10.6% | -8.9% | -1.7% | -9.7% |
| 6M | -9.3% | -8.7% | -0.6% | -8.5% |
| YTD | +1.1% | +2.0% | -0.9% | +0.4% |
| 1Y | +3.4% | +22.8% | -19.4% | +0.1% |
| 3Y | +67.9% | +120.6% | -52.7% | +46.7% |
| 5Y | +98.0% | +136.4% | -38.5% | +69.0% |
| All | +140.2% | +313.7% | -173.5% | +75.7% |
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