-92.2%
NIO vs UTHR
+179.7%
-271.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +5.6% | -6.1% | +11.7% | +6.6% |
| 30D | -4.2% | +3.1% | -7.4% | -4.7% |
| 3M | -26.3% | +5.5% | -31.8% | -27.0% |
| 6M | -42.5% | -5.8% | -36.7% | -42.2% |
| YTD | -33.5% | +15.3% | -48.9% | -35.3% |
| 1Y | -52.7% | +23.8% | -76.4% | -54.4% |
| 3Y | -57.5% | +146.3% | -203.8% | -66.6% |
| All | -92.2% | +179.7% | -271.8% | -94.0% |
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