+625.7%
NKE vs UTHR
+7,408.4%
-6,782.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.1% |
| 7D | -2.3% | +3.0% | -5.3% | -2.6% |
| 30D | -10.4% | -4.3% | -6.1% | -10.0% |
| 3M | -15.5% | -8.4% | -7.1% | -14.8% |
| 6M | -32.6% | -4.2% | -28.4% | -32.4% |
| YTD | -39.8% | +4.0% | -43.8% | -40.3% |
| 1Y | -47.6% | +25.5% | -73.1% | -49.0% |
| 3Y | -59.0% | +125.1% | -184.1% | -63.0% |
| 5Y | -74.9% | +140.3% | -215.3% | -77.7% |
| 10Y | -21.9% | +322.5% | -344.4% | -35.6% |
| All | +625.7% | +7,408.4% | -6,782.7% | +488.2% |
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