+69.1%
OTIS vs UTHR
+528.1%
-459.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | -3.0% | +1.9% | -4.9% | -3.2% |
| 30D | -6.0% | -2.9% | -3.2% | -5.8% |
| 3M | -0.9% | -8.9% | +8.0% | 0.0% |
| 6M | -17.3% | -8.7% | -8.6% | -16.7% |
| YTD | -19.6% | +2.0% | -21.6% | -20.0% |
| 1Y | -21.0% | +22.8% | -43.8% | -23.1% |
| 3Y | -12.1% | +120.6% | -132.7% | -22.0% |
| 5Y | -17.1% | +136.4% | -153.5% | -28.4% |
| All | +69.1% | +528.1% | -459.0% | +10.3% |
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