+31.8%
OMC vs UTHR
+319.3%
-287.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -6.2% | +2.8% | -9.0% | -6.6% |
| 30D | -7.6% | -2.3% | -5.3% | -7.3% |
| 3M | +7.4% | -7.4% | +14.8% | +8.5% |
| 6M | +0.1% | -6.0% | +6.1% | +0.8% |
| YTD | +0.4% | +3.4% | -3.0% | -0.7% |
| 1Y | +7.8% | +27.1% | -19.3% | +3.0% |
| 3Y | +11.8% | +123.8% | -112.0% | -5.2% |
| 5Y | +32.5% | +139.6% | -107.2% | +8.8% |
| All | +31.8% | +319.3% | -287.5% | -9.7% |
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 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