-5.8%
OSCR vs UTHR
+201.6%
-207.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.6% | +1.9% | -0.3% | +1.4% |
| 30D | +10.7% | -2.9% | +13.5% | +10.9% |
| 3M | +13.4% | -8.9% | +22.2% | +14.3% |
| 6M | +144.6% | -8.7% | +153.3% | +146.3% |
| YTD | +128.0% | +2.0% | +126.0% | +126.4% |
| 1Y | +68.7% | +22.8% | +45.9% | +64.0% |
| 3Y | +398.8% | +120.6% | +278.2% | +335.4% |
| 5Y | +87.3% | +136.4% | -49.2% | +58.3% |
| All | -5.8% | +201.6% | -207.5% | -20.0% |
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