+7,836.4%
NVDA vs UTHR
+364.7%
+7,471.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -12.7% | +5.2% | -17.9% | -13.8% |
| 30D | -26.4% | +9.5% | -35.9% | -27.9% |
| 3M | -27.6% | +17.9% | -45.6% | -30.6% |
| 6M | -27.7% | +2.0% | -29.7% | -28.4% |
| YTD | -12.5% | +21.3% | -33.8% | -17.4% |
| 1Y | -12.6% | +27.9% | -40.5% | -18.7% |
| 3Y | +235.9% | +162.3% | +73.6% | +141.8% |
| 5Y | +438.2% | +190.7% | +247.5% | +260.8% |
| All | +7,836.4% | +364.7% | +7,471.8% | +3,992.3% |
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 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