+514.0%
NOW vs UTHR
+364.7%
+149.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | +0.3% | +5.2% | -4.9% | -0.7% |
| 30D | -27.0% | +9.5% | -36.4% | -28.2% |
| 3M | -19.6% | +17.9% | -37.6% | -22.3% |
| 6M | +17.5% | +2.0% | +15.5% | +16.5% |
| YTD | -33.3% | +21.3% | -54.6% | -36.5% |
| 1Y | -39.8% | +27.9% | -67.7% | -43.5% |
| 3Y | -19.9% | +162.3% | -182.3% | -38.1% |
| 5Y | -26.1% | +190.7% | -216.8% | -45.6% |
| All | +514.0% | +364.7% | +149.3% | +261.6% |
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