-89.0%
OPEN vs UTHR
+405.8%
-494.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.6% |
| 7D | -15.0% | +5.2% | -20.2% | -16.1% |
| 30D | -40.2% | +9.5% | -49.7% | -41.4% |
| 3M | -67.4% | +17.9% | -85.3% | -68.7% |
| 6M | -74.0% | +2.0% | -76.0% | -74.3% |
| YTD | -79.6% | +21.3% | -100.9% | -81.0% |
| 1Y | -86.1% | +27.9% | -114.0% | -87.3% |
| 3Y | -41.4% | +162.3% | -203.7% | -55.7% |
| 5Y | -94.9% | +190.7% | -285.6% | -96.3% |
| All | -89.0% | +405.8% | -494.8% | -92.3% |
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