+3,042.9%
NOC vs UTHR
+8,689.8%
-5,646.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +4.5% | +4.9% | -0.3% | +4.2% |
| 30D | +14.1% | +9.2% | +4.9% | +13.4% |
| 3M | -4.5% | +15.9% | -20.4% | -5.5% |
| 6M | -0.8% | +2.0% | -2.7% | -1.0% |
| YTD | -2.5% | +21.8% | -24.3% | -4.1% |
| 1Y | -0.1% | +28.6% | -28.6% | -2.1% |
| 3Y | +24.6% | +166.2% | -141.6% | +15.3% |
| 5Y | +65.6% | +191.8% | -126.2% | +51.6% |
| 10Y | +160.5% | +367.2% | -206.6% | +127.7% |
| All | +3,042.9% | +8,689.8% | -5,646.9% | +2,778.2% |
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