+43.0%
NVTS vs UTHR
+125.3%
-82.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.6% |
| 7D | +3.5% | +3.0% | +0.5% | +3.1% |
| 30D | -11.9% | -4.3% | -7.6% | -11.5% |
| 3M | -49.2% | -8.4% | -40.9% | -48.7% |
| 6M | +38.4% | -4.2% | +42.6% | +39.0% |
| YTD | +62.5% | +4.0% | +58.4% | +61.5% |
| 1Y | +101.4% | +25.5% | +75.9% | +99.3% |
| All | +43.0% | +125.3% | -82.2% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling