-42.4%
NIO vs UTHR
+298.6%
-341.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -13.0% | -5.4% | -7.6% | -11.9% |
| 30D | -18.3% | -6.0% | -12.2% | -17.1% |
| 3M | -33.2% | -11.0% | -22.2% | -31.5% |
| 6M | -21.5% | -0.5% | -21.0% | -21.8% |
| YTD | -25.5% | +0.1% | -25.6% | -26.2% |
| 1Y | -38.0% | +28.2% | -66.2% | -42.5% |
| 3Y | -65.5% | +113.8% | -179.3% | -74.0% |
| 5Y | -90.6% | +131.3% | -221.9% | -93.3% |
| All | -42.4% | +298.6% | -341.0% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling