+1,516.1%
NRG vs UTHR
+5,079.6%
-3,563.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.3% | -3.9% |
| 7D | +3.9% | +3.0% | +0.8% | +3.2% |
| 30D | -3.0% | -4.3% | +1.3% | -2.2% |
| 3M | -10.9% | -8.4% | -2.5% | -9.6% |
| 6M | -25.3% | -4.2% | -21.1% | -25.1% |
| YTD | -26.8% | +4.0% | -30.9% | -28.1% |
| 1Y | -23.3% | +25.5% | -48.8% | -27.5% |
| 3Y | +208.6% | +125.1% | +83.5% | +151.0% |
| 5Y | +194.1% | +140.3% | +53.8% | +132.0% |
| 10Y | +1,123.6% | +322.5% | +801.1% | +715.4% |
| All | +1,516.1% | +5,079.6% | -3,563.5% | +580.2% |
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