+41.5%
NU vs UTHR
+156.6%
-115.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.5% |
| 7D | -4.9% | +1.9% | -6.8% | -5.1% |
| 30D | +7.8% | -2.9% | +10.7% | +8.1% |
| 3M | +20.9% | -8.9% | +29.8% | +22.1% |
| 6M | +0.9% | -8.7% | +9.6% | +1.8% |
| YTD | -12.7% | +2.0% | -14.7% | -13.2% |
| 1Y | -6.4% | +22.8% | -29.2% | -9.3% |
| 3Y | +98.1% | +120.6% | -22.5% | +72.1% |
| All | +41.5% | +156.6% | -115.1% | +16.5% |
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