+1,747.3%
NSC vs UTHR
+8,226.2%
-6,478.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | -6.6% | -6.1% | -0.5% | -5.9% |
| 30D | +2.2% | +3.1% | -1.0% | +1.8% |
| 3M | -6.2% | +5.5% | -11.7% | -7.0% |
| 6M | +1.7% | -5.8% | +7.5% | +2.1% |
| YTD | +12.2% | +15.3% | -3.1% | +9.6% |
| 1Y | +15.4% | +23.8% | -8.4% | +11.7% |
| 3Y | +73.3% | +146.3% | -73.0% | +51.5% |
| 5Y | +24.7% | +177.8% | -153.1% | +6.4% |
| 10Y | +324.5% | +392.4% | -67.9% | +230.2% |
| All | +1,747.3% | +8,226.2% | -6,478.9% | +1,056.3% |
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