+523.3%
ON vs UTHR
+364.7%
+158.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | +12.2% | +5.2% | +7.1% | +10.5% |
| 30D | -3.1% | +9.5% | -12.6% | -5.7% |
| 3M | -12.9% | +17.9% | -30.8% | -17.8% |
| 6M | -38.6% | +2.0% | -40.6% | -39.3% |
| YTD | +31.2% | +21.3% | +9.9% | +21.1% |
| 1Y | +47.6% | +27.9% | +19.8% | +33.7% |
| 3Y | +6.6% | +162.3% | -155.7% | -30.5% |
| 5Y | +21.3% | +190.7% | -169.5% | -27.9% |
| All | +523.3% | +364.7% | +158.7% | +160.8% |
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