+136.7%
NTAP vs UTHR
+139.1%
-2.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | +3.3% | -2.9% | +6.1% | +3.7% |
| 30D | -0.2% | -7.6% | +7.4% | +0.8% |
| 3M | +11.4% | -8.6% | +20.0% | +12.6% |
| 6M | +88.7% | +4.1% | +84.5% | +86.0% |
| YTD | +78.9% | +2.2% | +76.7% | +76.6% |
| 1Y | +58.8% | +26.2% | +32.6% | +51.0% |
| 3Y | +153.5% | +121.2% | +32.3% | +109.8% |
| 5Y | +136.7% | +136.5% | +0.2% | +86.3% |
| All | +136.7% | +139.1% | -2.3% | +86.3% |
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 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