+56.7%
NOC vs UTHR
+140.7%
-84.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | -10.4% | -4.3% | -6.1% | -10.2% |
| 3M | -5.6% | -8.4% | +2.8% | -5.1% |
| 6M | -30.4% | -4.2% | -26.2% | -30.3% |
| YTD | -8.5% | +4.0% | -12.5% | -8.8% |
| 1Y | -8.3% | +25.5% | -33.8% | -10.0% |
| 3Y | +28.2% | +125.1% | -96.9% | +18.0% |
| 5Y | +56.7% | +140.3% | -83.6% | +47.3% |
| All | +56.7% | +140.7% | -84.0% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling