+779.3%
NVS vs UTHR
+7,277.3%
-6,498.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.1% | -16.1% | -14.1% |
| 7D | -14.6% | -2.9% | -11.7% | -14.4% |
| 30D | -11.9% | -7.6% | -4.3% | -11.4% |
| 3M | -6.0% | -8.6% | +2.6% | -5.3% |
| 6M | -11.4% | +4.1% | -15.5% | -11.8% |
| YTD | +2.9% | +2.2% | +0.7% | +2.6% |
| 1Y | +10.2% | +26.2% | -15.9% | +8.1% |
| 3Y | +55.3% | +121.2% | -65.9% | +44.7% |
| 5Y | +89.6% | +136.5% | -46.9% | +75.0% |
| 10Y | +176.1% | +300.1% | -124.1% | +141.4% |
| All | +779.3% | +7,277.3% | -6,498.0% | +623.8% |
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