+591.8%
ON vs UTHR
+310.6%
+281.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | -1.9% | +3.0% | -4.9% | -2.9% |
| 30D | -11.0% | -4.3% | -6.7% | -9.9% |
| 3M | -39.3% | -8.4% | -31.0% | -37.8% |
| 6M | +19.8% | -4.2% | +24.1% | +20.5% |
| YTD | +31.1% | +4.0% | +27.1% | +27.6% |
| 1Y | +46.0% | +25.5% | +20.5% | +32.7% |
| 3Y | -27.5% | +125.1% | -152.6% | -49.9% |
| 5Y | +56.9% | +140.3% | -83.4% | +1.0% |
| 10Y | +591.8% | +322.5% | +269.3% | +212.6% |
| All | +591.8% | +310.6% | +281.2% | +212.6% |
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