+98.0%
NI vs UTHR
+138.8%
-40.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.6% | +2.8% | -3.4% | -0.8% |
| 30D | -1.4% | -2.3% | +0.9% | -1.2% |
| 3M | -10.6% | -7.4% | -3.2% | -10.0% |
| 6M | -9.9% | -6.0% | -3.9% | -9.6% |
| YTD | +1.2% | +3.4% | -2.2% | +0.6% |
| 1Y | +4.4% | +27.1% | -22.7% | +1.7% |
| 3Y | +68.6% | +123.8% | -55.2% | +49.7% |
| 5Y | +98.0% | +139.6% | -41.6% | +68.6% |
| All | +98.0% | +138.8% | -40.7% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling