+174.9%
NVS vs UTHR
+313.7%
-138.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -14.3% | +1.9% | -16.2% | -14.6% |
| 30D | -10.0% | -2.9% | -7.1% | -9.6% |
| 3M | -10.9% | -8.9% | -2.0% | -9.7% |
| 6M | -12.0% | -8.7% | -3.2% | -10.9% |
| YTD | +2.5% | +2.0% | +0.5% | +1.8% |
| 1Y | +10.7% | +22.8% | -12.1% | +6.8% |
| 3Y | +53.3% | +120.6% | -67.3% | +31.8% |
| 5Y | +93.6% | +136.4% | -42.8% | +62.6% |
| All | +174.9% | +313.7% | -138.8% | +94.2% |
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