+90.2%
NTR vs UTHR
+234.4%
-144.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +16.8% | -2.9% | +19.6% | +17.2% |
| 3M | +20.7% | -8.9% | +29.6% | +22.3% |
| 6M | +0.5% | -8.7% | +9.3% | +1.6% |
| YTD | +29.2% | +2.0% | +27.2% | +27.8% |
| 1Y | +39.6% | +22.8% | +16.8% | +33.6% |
| 3Y | +37.9% | +120.6% | -82.7% | +13.7% |
| 5Y | +47.1% | +136.4% | -89.4% | +15.9% |
| All | +90.2% | +234.4% | -144.3% | +12.6% |
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