+138.6%
NOK vs UTHR
+313.7%
-175.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.0% |
| 7D | +11.0% | +1.9% | +9.0% | +10.6% |
| 30D | +7.8% | -2.9% | +10.7% | +8.3% |
| 3M | -21.0% | -8.9% | -12.2% | -19.9% |
| 6M | +40.9% | -8.7% | +49.6% | +42.4% |
| YTD | +72.0% | +2.0% | +70.0% | +70.4% |
| 1Y | +140.9% | +22.8% | +118.1% | +130.7% |
| 3Y | +194.3% | +120.6% | +73.6% | +143.6% |
| 5Y | +112.5% | +136.4% | -23.9% | +70.5% |
| All | +138.6% | +313.7% | -175.2% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling