-23.3%
ONON vs UTHR
+142.3%
-165.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -5.3% | +2.8% | -8.1% | -5.6% |
| 30D | -13.1% | -2.3% | -10.9% | -13.0% |
| 3M | -29.3% | -7.4% | -21.9% | -28.8% |
| 6M | -34.5% | -6.0% | -28.6% | -34.2% |
| YTD | -42.2% | +3.4% | -45.6% | -42.6% |
| 1Y | -37.3% | +27.1% | -64.4% | -39.2% |
| 3Y | -9.3% | +123.8% | -133.1% | -21.2% |
| All | -23.3% | +142.3% | -165.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling