+1,261.8%
NLY vs UTHR
+7,364.6%
-6,102.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -3.6% | +2.8% | -6.4% | -3.9% |
| 30D | -4.9% | -2.3% | -2.7% | -4.8% |
| 3M | +6.2% | -7.4% | +13.6% | +6.8% |
| 6M | +4.5% | -6.0% | +10.5% | +4.9% |
| YTD | +5.1% | +3.4% | +1.7% | +4.5% |
| 1Y | +13.5% | +27.1% | -13.6% | +10.9% |
| 3Y | +65.6% | +123.8% | -58.2% | +52.6% |
| 5Y | +26.9% | +139.6% | -112.7% | +15.6% |
| 10Y | +81.8% | +320.0% | -238.2% | +55.2% |
| All | +1,261.8% | +7,364.6% | -6,102.8% | +815.5% |
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