+172.1%
NXT vs UTHR
+96.2%
+75.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -1.9% | +1.9% | -3.9% | -2.2% |
| 30D | -20.0% | -2.9% | -17.2% | -19.8% |
| 3M | -30.7% | -8.9% | -21.9% | -30.0% |
| 6M | -29.0% | -8.7% | -20.2% | -28.2% |
| YTD | -4.8% | +2.0% | -6.9% | -5.2% |
| 1Y | +22.8% | +22.8% | 0.0% | +19.7% |
| 3Y | +93.9% | +120.6% | -26.7% | +70.1% |
| All | +172.1% | +96.2% | +75.9% | +139.5% |
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