+502,589.9%
NVDA vs UTHR
+8,658.1%
+493,931.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.5% |
| 6M | -27.7% | +2.0% | -29.7% | -28.5% |
| YTD | -12.5% | +21.3% | -33.8% | -17.3% |
| 1Y | -12.6% | +27.9% | -40.5% | -18.5% |
| 3Y | +235.9% | +162.3% | +73.6% | +154.3% |
| 5Y | +438.2% | +190.7% | +247.5% | +290.5% |
| 10Y | +7,445.8% | +365.5% | +7,080.3% | +4,603.3% |
| All | +502,589.9% | +8,658.1% | +493,931.8% | +202,552.6% |
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 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