-22.1%
ONON vs UTHR
+139.4%
-161.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.8% |
| 7D | -1.7% | -2.9% | +1.2% | -1.4% |
| 30D | -27.4% | -7.6% | -19.8% | -26.8% |
| 3M | -26.5% | -8.6% | -17.9% | -25.9% |
| 6M | -34.2% | +4.1% | -38.4% | -34.6% |
| YTD | -41.3% | +2.2% | -43.5% | -41.6% |
| 1Y | -39.7% | +26.2% | -65.9% | -41.4% |
| 3Y | -7.8% | +121.2% | -129.0% | -19.9% |
| All | -22.1% | +139.4% | -161.5% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling