+710,187.0%
NVDA vs UTHR
+7,123.9%
+703,063.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | +5.9% | -5.4% | +11.3% | +7.2% |
| 30D | +5.1% | -6.0% | +11.1% | +6.5% |
| 3M | +5.4% | -11.0% | +16.3% | +7.9% |
| 6M | +26.0% | -0.5% | +26.5% | +25.3% |
| YTD | +23.7% | +0.1% | +23.6% | +22.5% |
| 1Y | +34.4% | +28.2% | +6.2% | +25.3% |
| 3Y | +375.8% | +113.8% | +262.0% | +278.1% |
| 5Y | +911.8% | +131.3% | +780.4% | +675.0% |
| 10Y | +14,899.8% | +296.7% | +14,603.1% | +9,593.4% |
| All | +710,187.0% | +7,123.9% | +703,063.2% | +299,984.7% |
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