+302.5%
NSC vs UTHR
+363.8%
-61.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.2% |
| 7D | -5.4% | -2.3% | -3.1% | -5.0% |
| 30D | +2.9% | +6.1% | -3.1% | +1.9% |
| 3M | -2.2% | +8.1% | -10.2% | -3.8% |
| 6M | +5.3% | +3.1% | +2.2% | +4.3% |
| YTD | +14.8% | +19.5% | -4.8% | +10.0% |
| 1Y | +16.6% | +29.7% | -13.2% | +9.9% |
| 3Y | +78.6% | +162.7% | -84.1% | +40.5% |
| 5Y | +27.2% | +192.8% | -165.6% | -4.7% |
| 10Y | +302.5% | +348.1% | -45.6% | +147.6% |
| All | +302.5% | +363.8% | -61.3% | +147.6% |
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