-90.6%
NIO vs UTHR
+133.0%
-223.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -13.0% | -5.4% | -7.6% | -12.3% |
| 30D | -18.3% | -6.0% | -12.2% | -17.5% |
| 3M | -33.2% | -11.0% | -22.2% | -32.1% |
| 6M | -21.5% | -0.5% | -21.0% | -21.6% |
| YTD | -25.5% | +0.1% | -25.6% | -25.8% |
| 1Y | -38.0% | +28.2% | -66.2% | -40.9% |
| 3Y | -65.5% | +113.8% | -179.3% | -72.4% |
| All | -90.6% | +133.0% | -223.7% | -92.8% |
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