+45.2%
NU vs UTHR
+161.7%
-116.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.4% |
| 7D | -2.6% | +3.0% | -5.6% | -2.9% |
| 30D | +8.2% | -4.3% | +12.5% | +8.7% |
| 3M | +26.3% | -8.4% | +34.6% | +27.5% |
| 6M | +2.2% | -4.2% | +6.5% | +2.5% |
| YTD | -10.4% | +4.0% | -14.4% | -11.1% |
| 1Y | -3.0% | +25.5% | -28.5% | -6.2% |
| 3Y | +120.3% | +125.1% | -4.9% | +90.8% |
| All | +45.2% | +161.7% | -116.4% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling