+210.0%
NXPI vs UTHR
+319.3%
-109.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +0.7% | +2.8% | -2.1% | 0.0% |
| 30D | -4.2% | -2.3% | -1.9% | -3.8% |
| 3M | -20.4% | -7.4% | -13.0% | -19.1% |
| 6M | +12.5% | -6.0% | +18.5% | +13.6% |
| YTD | +5.2% | +3.4% | +1.8% | +3.3% |
| 1Y | +5.1% | +27.1% | -22.0% | -2.6% |
| 3Y | +17.7% | +123.8% | -106.1% | -10.9% |
| 5Y | +16.8% | +139.6% | -122.8% | -15.8% |
| All | +210.0% | +319.3% | -109.3% | +76.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling