+2,847.5%
NOC vs UTHR
+7,123.9%
-4,276.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -5.2% | -5.4% | +0.2% | -4.8% |
| 30D | -7.2% | -6.0% | -1.2% | -6.8% |
| 3M | -5.1% | -11.0% | +5.9% | -4.4% |
| 6M | -31.1% | -0.5% | -30.5% | -31.2% |
| YTD | -8.6% | +0.1% | -8.7% | -8.8% |
| 1Y | -9.7% | +28.2% | -37.9% | -11.5% |
| 3Y | +24.3% | +113.8% | -89.5% | +16.7% |
| 5Y | +52.6% | +131.3% | -78.7% | +41.9% |
| 10Y | +183.6% | +296.7% | -113.1% | +150.8% |
| All | +2,847.5% | +7,123.9% | -4,276.4% | +2,636.9% |
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 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