-30.1%
NVTS vs UTHR
+211.2%
-241.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | +3.9% | +5.2% | -1.2% | +3.2% |
| 30D | -4.3% | +9.5% | -13.8% | -5.4% |
| 3M | -34.5% | +17.9% | -52.4% | -36.0% |
| 6M | -57.7% | +2.0% | -59.7% | -57.8% |
| YTD | +25.4% | +21.3% | +4.0% | +21.8% |
| 1Y | +13.1% | +27.9% | -14.7% | +9.4% |
| 3Y | +48.9% | +162.3% | -113.4% | +29.0% |
| 5Y | -51.8% | +190.7% | -242.5% | -60.4% |
| All | -30.1% | +211.2% | -241.3% | -44.5% |
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 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