+328.9%
NSC vs UTHR
+300.0%
+28.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -5.5% | -5.4% | -0.1% | -4.6% |
| 30D | -3.2% | -6.0% | +2.8% | -2.2% |
| 3M | +7.7% | -11.0% | +18.6% | +9.9% |
| 6M | +4.5% | -0.5% | +5.1% | +4.1% |
| YTD | +15.6% | +0.1% | +15.5% | +14.6% |
| 1Y | +19.8% | +28.2% | -8.3% | +12.8% |
| 3Y | +70.1% | +113.8% | -43.7% | +38.7% |
| 5Y | +46.1% | +131.3% | -85.2% | +14.3% |
| All | +328.9% | +300.0% | +28.8% | +158.6% |
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