+32.3%
NSC vs UTHR
+190.6%
-158.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +2.5% | +5.2% | -2.7% | +2.0% |
| 30D | +1.7% | +9.5% | -7.8% | +0.9% |
| 3M | -2.6% | +17.9% | -20.5% | -4.2% |
| 6M | +6.4% | +2.0% | +4.4% | +6.1% |
| YTD | +15.5% | +21.3% | -5.8% | +12.8% |
| 1Y | +17.6% | +27.9% | -10.3% | +14.2% |
| 3Y | +75.0% | +162.3% | -87.4% | +52.4% |
| All | +32.3% | +190.6% | -158.3% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling