+140.8%
NTAP vs UTHR
+165.4%
-24.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -7.8% | -2.1% | -5.6% | -7.5% |
| 30D | -25.8% | +7.2% | -33.0% | -26.2% |
| 3M | -11.2% | +11.1% | -22.4% | -12.1% |
| 6M | +49.9% | +4.2% | +45.7% | +49.3% |
| YTD | +66.9% | +20.8% | +46.1% | +62.5% |
| 1Y | +58.8% | +29.7% | +29.2% | +53.2% |
| 3Y | +140.8% | +164.1% | -23.3% | +84.7% |
| All | +140.8% | +165.4% | -24.6% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling