-87.0%
OPEN vs UTHR
+380.9%
-467.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.7% | -21.1% | -21.6% |
| 7D | -22.2% | -6.1% | -16.1% | -20.8% |
| 30D | -38.3% | +3.1% | -41.4% | -38.7% |
| 3M | -59.4% | +5.5% | -64.8% | -60.0% |
| 6M | -74.4% | -5.8% | -68.5% | -74.1% |
| YTD | -76.0% | +15.3% | -91.3% | -77.3% |
| 1Y | -78.7% | +23.8% | -102.5% | -80.3% |
| 3Y | -30.0% | +146.3% | -176.3% | -46.3% |
| 5Y | -93.7% | +177.8% | -271.5% | -95.4% |
| All | -87.0% | +380.9% | -467.9% | -90.8% |
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