+299.0%
UTHR vs NVMI
+3,158.6%
-2,859.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | -2.9% | -8.4% | +5.5% | -2.0% |
| 3M | -8.9% | -33.6% | +24.7% | -5.0% |
| 6M | -8.7% | -14.7% | +5.9% | -8.6% |
| YTD | +2.0% | +13.2% | -11.2% | -1.9% |
| 1Y | +22.8% | +29.0% | -6.2% | +15.4% |
| 3Y | +120.6% | +215.0% | -94.4% | +66.5% |
| 5Y | +136.4% | +268.6% | -132.1% | +65.9% |
| All | +299.0% | +3,158.6% | -2,859.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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