+1,065.2%
NRG vs UTHR
+313.7%
+751.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.9% |
| 7D | -4.7% | +1.9% | -6.6% | -5.0% |
| 30D | -6.0% | -2.9% | -3.1% | -5.5% |
| 3M | -8.0% | -8.9% | +0.9% | -6.5% |
| 6M | -23.2% | -8.7% | -14.4% | -22.2% |
| YTD | -28.1% | +2.0% | -30.1% | -29.0% |
| 1Y | -27.3% | +22.8% | -50.1% | -31.1% |
| 3Y | +208.7% | +120.6% | +88.0% | +147.4% |
| 5Y | +197.7% | +136.4% | +61.2% | +129.2% |
| All | +1,065.2% | +313.7% | +751.5% | +581.1% |
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