+62.5%
NLY vs UTHR
+121.0%
-58.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.4% |
| 7D | -4.0% | +1.9% | -5.9% | -4.1% |
| 30D | -5.2% | -2.9% | -2.4% | -5.0% |
| 3M | +2.8% | -8.9% | +11.7% | +3.5% |
| 6M | +4.2% | -8.7% | +12.9% | +4.8% |
| YTD | +4.7% | +2.0% | +2.6% | +4.3% |
| 1Y | +12.7% | +22.8% | -10.0% | +10.7% |
| 3Y | +62.5% | +120.6% | -58.1% | +40.9% |
| All | +62.5% | +121.0% | -58.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling