-48.3%
NIO vs UTHR
+376.1%
-424.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.3% |
| 7D | +6.9% | -2.3% | +9.2% | +7.4% |
| 30D | -4.7% | +6.1% | -10.8% | -6.1% |
| 3M | -28.1% | +8.1% | -36.2% | -29.6% |
| 6M | -41.7% | +3.1% | -44.8% | -42.5% |
| YTD | -33.1% | +19.5% | -52.7% | -36.7% |
| 1Y | -50.3% | +29.7% | -80.0% | -53.9% |
| 3Y | -54.4% | +162.7% | -217.1% | -67.4% |
| 5Y | -91.6% | +192.8% | -284.4% | -94.4% |
| All | -48.3% | +376.1% | -424.5% | -72.6% |
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 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