+24.6%
NOC vs UTHR
+166.1%
-141.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.8% | +5.2% | -0.3% | +4.7% |
| 30D | +11.0% | +9.5% | +1.6% | +10.8% |
| 3M | -3.8% | +17.9% | -21.7% | -4.2% |
| 6M | +0.6% | +2.0% | -1.4% | +0.7% |
| YTD | -2.3% | +21.3% | -23.6% | -2.7% |
| 1Y | +0.3% | +27.9% | -27.6% | -0.5% |
| 3Y | +24.6% | +162.3% | -137.7% | +18.8% |
| All | +24.6% | +166.1% | -141.5% | +18.8% |
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 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