+80.8%
NTNX vs UTHR
+121.0%
-40.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | -3.1% | +1.9% | -5.1% | -3.2% |
| 30D | +2.0% | -2.9% | +4.8% | +2.1% |
| 3M | +34.0% | -8.9% | +42.8% | +34.4% |
| 6M | +72.4% | -8.7% | +81.1% | +72.6% |
| YTD | +27.5% | +2.0% | +25.5% | +26.6% |
| 1Y | -18.7% | +22.8% | -41.5% | -20.3% |
| 3Y | +80.8% | +120.6% | -39.9% | +64.4% |
| All | +80.8% | +121.0% | -40.2% | +64.4% |
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 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