+504.6%
NOW vs UTHR
+363.8%
+140.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | +0.1% |
| 7D | -3.1% | -2.3% | -0.8% | -2.6% |
| 30D | -27.0% | +6.1% | -33.1% | -27.9% |
| 3M | -17.7% | +8.1% | -25.8% | -19.1% |
| 6M | +12.7% | +3.1% | +9.6% | +11.5% |
| YTD | -32.9% | +19.5% | -52.5% | -36.0% |
| 1Y | -40.4% | +29.7% | -70.1% | -44.2% |
| 3Y | -17.1% | +162.7% | -179.8% | -36.0% |
| 5Y | -25.7% | +192.8% | -218.5% | -45.5% |
| 10Y | +504.6% | +348.1% | +156.5% | +254.9% |
| All | +504.6% | +363.8% | +140.8% | +254.9% |
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