+176.5%
NXT vs UTHR
+166.1%
+10.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -9.4% | +5.2% | -14.6% | -9.9% |
| 30D | +15.1% | +9.5% | +5.6% | +14.1% |
| 3M | -9.1% | +17.9% | -27.0% | -10.7% |
| 6M | -30.3% | +2.0% | -32.3% | -30.5% |
| YTD | +9.1% | +21.3% | -12.2% | +6.9% |
| 1Y | +7.9% | +27.9% | -20.0% | +5.2% |
| 3Y | +176.5% | +162.3% | +14.1% | +131.2% |
| All | +176.5% | +166.1% | +10.4% | +131.2% |
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 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