+295.3%
NSC vs UTHR
+347.5%
-52.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | -6.2% | -6.1% | -0.1% | -5.2% |
| 30D | +2.6% | +3.1% | -0.6% | +2.0% |
| 3M | -5.8% | +5.5% | -11.3% | -7.0% |
| 6M | +2.1% | -5.8% | +7.9% | +2.8% |
| YTD | +12.7% | +15.3% | -2.7% | +8.7% |
| 1Y | +15.9% | +23.8% | -7.9% | +10.2% |
| 3Y | +74.0% | +146.3% | -72.3% | +38.7% |
| 5Y | +25.2% | +177.8% | -152.6% | -5.2% |
| All | +295.3% | +347.5% | -52.2% | +144.7% |
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