-42.6%
NIO vs UTHR
+307.1%
-349.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -6.7% | -2.9% | -3.8% | -6.0% |
| 30D | -20.0% | -7.6% | -12.5% | -18.6% |
| 3M | -30.5% | -8.6% | -21.9% | -29.1% |
| 6M | -20.7% | +4.1% | -24.9% | -21.9% |
| YTD | -25.7% | +2.2% | -27.9% | -26.7% |
| 1Y | -38.6% | +26.2% | -64.8% | -42.7% |
| 3Y | -62.3% | +121.2% | -183.4% | -71.8% |
| 5Y | -90.1% | +136.5% | -226.6% | -92.9% |
| All | -42.6% | +307.1% | -349.6% | -68.4% |
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