+41.6%
NYT vs UTHR
+135.8%
-94.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -0.6% | +1.9% | -2.5% | -0.8% |
| 30D | +4.6% | -2.9% | +7.4% | +4.9% |
| 3M | -9.6% | -8.9% | -0.7% | -8.7% |
| 6M | -14.0% | -8.7% | -5.3% | -13.2% |
| YTD | -2.8% | +2.0% | -4.9% | -3.2% |
| 1Y | +15.6% | +22.8% | -7.2% | +12.8% |
| 3Y | +56.3% | +120.6% | -64.3% | +38.7% |
| All | +41.6% | +135.8% | -94.2% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling