+94.1%
NVS vs UTHR
+138.8%
-44.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -15.7% | +2.8% | -18.5% | -16.0% |
| 30D | -11.1% | -2.3% | -8.8% | -10.9% |
| 3M | -7.2% | -7.4% | +0.2% | -6.3% |
| 6M | -12.3% | -6.0% | -6.4% | -11.7% |
| YTD | +2.8% | +3.4% | -0.7% | +2.1% |
| 1Y | +11.9% | +27.1% | -15.1% | +8.5% |
| 3Y | +55.1% | +123.8% | -68.7% | +35.4% |
| 5Y | +94.1% | +139.6% | -45.6% | +64.5% |
| All | +94.1% | +138.8% | -44.7% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling