+17.9%
ONDS vs UTHR
+286.1%
-268.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -5.0% | +2.8% | -7.8% | -5.5% |
| 30D | -25.6% | -2.3% | -23.3% | -25.3% |
| 3M | -22.1% | -7.4% | -14.7% | -21.2% |
| 6M | -27.6% | -6.0% | -21.6% | -27.5% |
| YTD | -25.7% | +3.4% | -29.1% | -27.6% |
| 1Y | +30.4% | +27.1% | +3.3% | +20.7% |
| 3Y | +695.0% | +123.8% | +571.1% | +523.0% |
| 5Y | -2.2% | +139.6% | -141.8% | -26.4% |
| All | +17.9% | +286.1% | -268.2% | -12.9% |
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