-71.6%
OPEN vs UTHR
+326.1%
-397.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -3.1% |
| 7D | +1.0% | -2.9% | +3.9% | +1.7% |
| 30D | -11.9% | -7.6% | -4.3% | -10.3% |
| 3M | -28.8% | -8.6% | -20.2% | -27.4% |
| 6M | -38.6% | +4.1% | -42.7% | -40.0% |
| YTD | -47.3% | +2.2% | -49.5% | -48.8% |
| 1Y | -49.2% | +26.2% | -75.4% | -53.9% |
| 3Y | -18.8% | +121.2% | -140.0% | -35.8% |
| 5Y | -83.6% | +136.5% | -220.2% | -87.5% |
| All | -71.6% | +326.1% | -397.7% | -79.3% |
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