+155.7%
NYT vs UTHR
+7,364.6%
-7,208.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.7% | +2.8% | -3.5% | -1.1% |
| 30D | +4.5% | -2.3% | +6.7% | +4.7% |
| 3M | -8.5% | -7.4% | -1.1% | -7.7% |
| 6M | -15.1% | -6.0% | -9.1% | -14.6% |
| YTD | -3.3% | +3.4% | -6.7% | -4.1% |
| 1Y | +17.0% | +27.1% | -10.1% | +12.9% |
| 3Y | +55.7% | +123.8% | -68.1% | +37.7% |
| 5Y | +38.9% | +139.6% | -100.8% | +20.7% |
| 10Y | +485.3% | +320.0% | +165.3% | +361.2% |
| All | +155.7% | +7,364.6% | -7,208.9% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling