+50.2%
OMC vs UTHR
+364.7%
-314.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.9% | +5.2% | -3.3% | +1.1% |
| 30D | +12.2% | +9.5% | +2.7% | +10.7% |
| 3M | +0.6% | +17.9% | -17.3% | -2.0% |
| 6M | +21.0% | +2.0% | +19.0% | +20.3% |
| YTD | +12.4% | +21.3% | -9.0% | +8.4% |
| 1Y | +25.4% | +27.9% | -2.5% | +20.0% |
| 3Y | +29.2% | +162.3% | -133.2% | +6.6% |
| 5Y | +52.6% | +190.7% | -138.2% | +21.2% |
| All | +50.2% | +364.7% | -314.5% | +1.1% |
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