-12.9%
NVTS vs UTHR
+165.3%
-178.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | +0.5% | +2.8% | -2.3% | 0.0% |
| 30D | -18.0% | -2.3% | -15.8% | -17.8% |
| 3M | -45.6% | -7.4% | -38.2% | -45.1% |
| 6M | +28.5% | -6.0% | +34.4% | +29.3% |
| YTD | +56.2% | +3.4% | +52.8% | +55.2% |
| 1Y | +97.7% | +27.1% | +70.6% | +92.9% |
| 3Y | +35.0% | +123.8% | -88.8% | +19.6% |
| All | -12.9% | +165.3% | -178.2% | -29.2% |
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