+589.7%
NTAP vs UTHR
+362.9%
+226.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.8% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -23.4% | +8.3% | -31.7% | -24.5% |
| 3M | -7.5% | +15.5% | -23.1% | -10.2% |
| 6M | +56.4% | +4.5% | +51.8% | +54.5% |
| YTD | +73.6% | +22.2% | +51.4% | +65.0% |
| 1Y | +68.4% | +29.7% | +38.7% | +58.0% |
| 3Y | +150.6% | +167.3% | -16.7% | +93.5% |
| 5Y | +122.5% | +196.5% | -74.0% | +63.6% |
| 10Y | +589.7% | +369.0% | +220.7% | +314.7% |
| All | +589.7% | +362.9% | +226.8% | +314.7% |
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