+476.3%
ONTO vs UTHR
+600.5%
-124.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +17.5% | +5.2% | +12.3% | +16.1% |
| 30D | -15.7% | +9.5% | -25.1% | -17.4% |
| 3M | -39.7% | +17.9% | -57.7% | -42.4% |
| 6M | -26.5% | +2.0% | -28.5% | -27.2% |
| YTD | +29.0% | +21.3% | +7.7% | +20.6% |
| 1Y | +57.0% | +27.9% | +29.1% | +44.4% |
| 3Y | +50.0% | +162.3% | -112.3% | +4.0% |
| 5Y | +127.3% | +190.7% | -63.5% | +43.6% |
| All | +476.3% | +600.5% | -124.2% | +114.4% |
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